+25.7%
NDAQ vs ATI
+81.3%
-55.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.6% | -0.4% |
| 7D | +1.3% | +4.2% | -2.9% | +1.5% |
| 30D | +18.0% | -2.5% | +20.5% | +17.8% |
| 3M | +11.5% | -19.4% | +30.9% | +10.6% |
| 6M | +21.1% | +11.1% | +10.0% | +20.6% |
| YTD | +12.8% | +59.5% | -46.7% | +12.4% |
| 1Y | +25.7% | +85.8% | -60.1% | +19.7% |
| All | +25.7% | +81.3% | -55.6% | +19.7% |
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