+1,527.5%
META vs ATI
+589.1%
+938.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.6% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +4.8% | +2.7% | +2.1% | +4.2% |
| 3M | -1.6% | +16.3% | -17.9% | -4.1% |
| 6M | -7.5% | +30.2% | -37.6% | -11.5% |
| YTD | -6.4% | +83.6% | -90.0% | -14.9% |
| 1Y | -17.3% | +173.0% | -190.3% | -29.2% |
| 3Y | +109.9% | +356.6% | -246.7% | +63.6% |
| 5Y | +65.4% | +1,074.2% | -1,008.8% | +14.2% |
| 10Y | +391.8% | +1,136.2% | -744.4% | +221.8% |
| All | +1,527.5% | +589.1% | +938.4% | +993.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling