+25.3%
MTUM vs ATI
+176.2%
-150.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +0.8% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -1.7% | +2.7% | -4.4% | -2.8% |
| 3M | -6.3% | +16.3% | -22.7% | -11.3% |
| 6M | +21.8% | +30.2% | -8.3% | +10.3% |
| YTD | +22.0% | +83.6% | -61.5% | +3.0% |
| 1Y | +25.3% | +173.0% | -147.7% | +0.9% |
| All | +25.3% | +176.2% | -150.9% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling