+5,467.4%
MO vs ATI
+1,117.2%
+4,350.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.2% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.6% | +2.7% | -2.1% | +0.2% |
| 3M | -1.0% | +16.3% | -17.3% | -2.9% |
| 6M | +4.3% | +30.2% | -25.8% | +0.8% |
| YTD | +23.3% | +83.6% | -60.3% | +14.7% |
| 1Y | +10.5% | +173.0% | -162.5% | -1.7% |
| 3Y | +96.3% | +356.6% | -260.4% | +61.3% |
| 5Y | +98.9% | +1,074.2% | -975.3% | +44.6% |
| 10Y | +103.6% | +1,136.2% | -1,032.6% | +36.2% |
| All | +5,467.4% | +1,117.2% | +4,350.3% | +3,038.3% |
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 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