+120.1%
MAR vs ATI
+318.7%
-198.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.4% | +0.4% |
| 7D | +1.6% | +4.2% | -2.5% | +0.7% |
| 30D | +13.8% | -2.5% | +16.3% | +14.0% |
| 3M | +20.3% | -19.4% | +39.7% | +25.4% |
| 6M | +21.3% | +11.1% | +10.2% | +16.5% |
| YTD | +37.2% | +59.5% | -22.3% | +20.2% |
| 1Y | +48.4% | +85.8% | -37.3% | +25.3% |
| 3Y | +120.1% | +311.9% | -191.8% | +51.8% |
| All | +120.1% | +318.7% | -198.6% | +51.8% |
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