+62.8%
META vs ATI
+1,074.8%
-1,012.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.2% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +4.8% | +2.7% | +2.1% | +3.8% |
| 3M | -1.6% | +16.3% | -17.9% | -6.2% |
| 6M | -7.5% | +30.2% | -37.6% | -15.1% |
| YTD | -6.4% | +83.6% | -90.0% | -22.2% |
| 1Y | -17.3% | +173.0% | -190.3% | -38.9% |
| 3Y | +109.9% | +356.6% | -246.7% | +23.2% |
| All | +62.8% | +1,074.8% | -1,012.0% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling