+1,497.9%
META vs ATI
+450.7%
+1,047.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.0% | -3.1% |
| 7D | -3.1% | -3.8% | +0.7% | -2.6% |
| 30D | -18.1% | -13.5% | -4.6% | -16.4% |
| 3M | +2.9% | -17.9% | +20.8% | +5.5% |
| 6M | +0.2% | +8.4% | -8.2% | -1.6% |
| YTD | -8.1% | +46.7% | -54.8% | -13.9% |
| 1Y | -4.5% | +74.5% | -79.0% | -12.8% |
| 3Y | +94.2% | +303.7% | -209.5% | +54.1% |
| 5Y | +79.1% | +848.9% | -769.9% | +27.6% |
| 10Y | +405.9% | +1,089.7% | -683.8% | +237.4% |
| All | +1,497.9% | +450.7% | +1,047.2% | +1,007.1% |
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