+17.5%
LUV vs ATI
+1,154.1%
-1,136.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -1.0% | -5.6% | +4.7% | +0.7% |
| 30D | -12.4% | -13.7% | +1.4% | -8.5% |
| 3M | -11.0% | -0.4% | -10.6% | -11.4% |
| 6M | -5.0% | +26.2% | -31.2% | -11.8% |
| YTD | -3.8% | +73.2% | -77.0% | -18.6% |
| 1Y | +25.9% | +161.6% | -135.7% | -6.1% |
| 3Y | +42.2% | +346.2% | -303.9% | -12.4% |
| 5Y | -10.8% | +1,047.6% | -1,058.4% | -59.1% |
| All | +17.5% | +1,154.1% | -1,136.6% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling