+424.9%
MAR vs ATI
+1,155.5%
-730.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +2.9% | +0.3% |
| 7D | -2.1% | -2.7% | +0.6% | -1.3% |
| 30D | -5.7% | -13.5% | +7.9% | -1.7% |
| 3M | -14.6% | +8.5% | -23.2% | -17.4% |
| 6M | +1.3% | +25.2% | -23.8% | -6.6% |
| YTD | +6.7% | +73.4% | -66.7% | -11.2% |
| 1Y | +26.4% | +160.5% | -134.1% | -7.6% |
| 3Y | +64.7% | +347.3% | -282.6% | -2.8% |
| 5Y | +153.1% | +1,049.0% | -895.9% | +6.9% |
| All | +424.9% | +1,155.5% | -730.6% | +94.7% |
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