+68.5%
MAR vs ATI
+369.2%
-300.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.5% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -6.7% | +2.7% | -9.4% | -7.4% |
| 3M | -12.5% | +16.3% | -28.8% | -16.1% |
| 6M | +0.6% | +30.2% | -29.6% | -6.6% |
| YTD | +9.1% | +83.6% | -74.4% | -6.7% |
| 1Y | +26.2% | +173.0% | -146.8% | -2.4% |
| All | +68.5% | +369.2% | -300.7% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling