+48.4%
MAR vs ATI
+81.3%
-32.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.4% | +0.3% |
| 7D | +1.6% | +4.2% | -2.5% | +0.8% |
| 30D | +13.8% | -2.5% | +16.3% | +13.9% |
| 3M | +20.3% | -19.4% | +39.7% | +24.5% |
| 6M | +21.3% | +11.1% | +10.2% | +15.5% |
| YTD | +37.2% | +59.5% | -22.3% | +16.2% |
| 1Y | +48.4% | +85.8% | -37.3% | +19.5% |
| All | +48.4% | +81.3% | -32.9% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling