+481.5%
NDAQ vs ATI
+988.9%
-507.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +2.9% | +1.3% | +1.5% | +2.6% |
| 30D | +17.5% | -4.8% | +22.2% | +17.9% |
| 3M | +15.4% | -19.9% | +35.4% | +18.9% |
| 6M | +24.6% | +15.4% | +9.2% | +20.3% |
| YTD | +14.4% | +59.2% | -44.8% | +3.9% |
| 1Y | +26.9% | +86.3% | -59.3% | +12.2% |
| 3Y | +119.8% | +318.2% | -198.4% | +64.5% |
| 5Y | +70.5% | +958.6% | -888.1% | +7.5% |
| All | +481.5% | +988.9% | -507.4% | +226.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling