+81.9%
META vs ATI
+871.8%
-789.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.3% |
| 7D | -0.8% | +6.2% | -6.9% | -2.4% |
| 30D | -15.4% | -7.1% | -8.3% | -13.9% |
| 3M | +3.5% | -21.3% | +24.8% | +9.8% |
| 6M | -0.3% | +6.5% | -6.8% | -3.5% |
| YTD | -7.3% | +53.2% | -60.5% | -19.8% |
| 1Y | -1.1% | +82.7% | -83.8% | -18.7% |
| 3Y | +95.1% | +314.3% | -219.2% | +14.7% |
| All | +81.9% | +871.8% | -789.8% | -16.3% |
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 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