+436.0%
META vs ATI
+1,024.4%
-588.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +3.3% | +1.3% | +2.0% | +3.0% |
| 30D | -10.8% | -4.8% | -6.0% | -10.1% |
| 3M | +7.9% | -19.9% | +27.8% | +11.9% |
| 6M | +5.4% | +15.4% | -10.0% | +1.9% |
| YTD | -2.6% | +59.2% | -61.8% | -11.5% |
| 1Y | +1.9% | +86.3% | -84.4% | -10.1% |
| 3Y | +97.0% | +318.2% | -221.3% | +45.8% |
| 5Y | +97.6% | +958.6% | -861.0% | +26.2% |
| 10Y | +436.0% | +996.8% | -560.7% | +245.1% |
| All | +436.0% | +1,024.4% | -588.4% | +245.1% |
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