+462.9%
META vs ATI
+961.4%
-498.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +3.6% |
| 7D | +5.2% | +4.2% | +1.0% | +4.4% |
| 30D | -13.0% | -2.5% | -10.5% | -12.7% |
| 3M | +7.9% | -19.4% | +27.4% | +11.8% |
| 6M | +4.2% | +11.1% | -6.8% | +1.4% |
| YTD | -2.5% | +59.5% | -62.1% | -11.6% |
| 1Y | +5.6% | +85.8% | -80.2% | -6.9% |
| 3Y | +96.8% | +311.9% | -215.1% | +45.8% |
| 5Y | +90.0% | +963.2% | -873.2% | +20.9% |
| All | +462.9% | +961.4% | -498.4% | +257.3% |
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