+86.4%
META vs ATI
+959.5%
-873.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +3.9% |
| 7D | +5.2% | +4.2% | +1.0% | +3.9% |
| 30D | -13.0% | -2.5% | -10.5% | -12.6% |
| 3M | +7.9% | -19.4% | +27.4% | +13.7% |
| 6M | +4.2% | +11.1% | -6.8% | -0.3% |
| YTD | -2.5% | +59.5% | -62.1% | -16.6% |
| 1Y | +5.6% | +85.8% | -80.2% | -13.7% |
| 3Y | +96.8% | +311.9% | -215.1% | +16.0% |
| All | +86.4% | +959.5% | -873.2% | -16.7% |
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