+322.3%
LUV vs ATI
+1,097.9%
-775.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | +3.1% | +3.2% | -0.1% | +2.3% |
| 30D | -17.4% | -9.0% | -8.4% | -15.5% |
| 3M | -4.9% | +15.1% | -20.0% | -8.3% |
| 6M | -5.7% | +38.1% | -43.8% | -13.0% |
| YTD | -5.2% | +80.7% | -85.8% | -18.0% |
| 1Y | +24.1% | +167.5% | -143.4% | -2.8% |
| 3Y | +39.6% | +366.0% | -326.4% | -6.5% |
| 5Y | -12.5% | +1,088.8% | -1,101.2% | -53.9% |
| 10Y | +12.9% | +1,055.0% | -1,042.0% | -47.0% |
| All | +322.3% | +1,097.9% | -775.6% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling