+58.4%
NDAQ vs ATI
+1,074.8%
-1,016.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.8% | -2.3% |
| 7D | -2.4% | -0.1% | -2.4% | -2.5% |
| 30D | +2.5% | +2.7% | -0.2% | +1.9% |
| 3M | +9.9% | +16.3% | -6.4% | +6.7% |
| 6M | +9.4% | +30.2% | -20.7% | +3.8% |
| YTD | +0.4% | +83.6% | -83.1% | -10.6% |
| 1Y | +4.0% | +173.0% | -169.0% | -14.3% |
| 3Y | +94.4% | +356.6% | -262.3% | +39.9% |
| All | +58.4% | +1,074.8% | -1,016.5% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling