+380.3%
NDAQ vs ATI
+1,068.2%
-687.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -1.6% | +2.4% | -4.0% | -1.9% |
| 30D | -1.5% | -9.5% | +8.0% | 0.0% |
| 3M | +8.0% | +10.4% | -2.3% | +5.8% |
| 6M | +7.7% | +31.8% | -24.1% | +2.0% |
| YTD | -2.3% | +80.0% | -82.3% | -12.5% |
| 1Y | +0.6% | +175.8% | -175.3% | -16.4% |
| 3Y | +90.9% | +364.2% | -273.3% | +41.6% |
| 5Y | +52.5% | +1,076.9% | -1,024.4% | -4.7% |
| 10Y | +380.3% | +1,178.1% | -797.8% | +159.3% |
| All | +380.3% | +1,068.2% | -687.9% | +159.3% |
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 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