+609.5%
MTUM vs ATI
+721.9%
-112.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.1% | +2.4% | +1.7% | +3.7% |
| 30D | +0.6% | -9.5% | +10.1% | +2.2% |
| 3M | -0.6% | +10.4% | -11.0% | -2.3% |
| 6M | +25.3% | +31.8% | -6.5% | +19.7% |
| YTD | +23.8% | +80.0% | -56.2% | +12.6% |
| 1Y | +25.4% | +175.8% | -150.5% | +6.6% |
| 3Y | +117.3% | +364.2% | -247.0% | +68.1% |
| 5Y | +79.7% | +1,076.9% | -997.2% | +20.4% |
| 10Y | +359.6% | +1,178.1% | -818.5% | +182.6% |
| All | +609.5% | +721.9% | -112.4% | +343.6% |
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