+2,593.6%
NDAQ vs ATI
+1,397.5%
+1,196.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.2% | -0.8% |
| 7D | +0.8% | +6.2% | -5.3% | -0.7% |
| 30D | +16.5% | -7.1% | +23.6% | +17.8% |
| 3M | +13.5% | -21.3% | +34.8% | +19.0% |
| 6M | +20.9% | +6.5% | +14.4% | +16.9% |
| YTD | +11.4% | +53.2% | -41.8% | -2.3% |
| 1Y | +25.9% | +82.7% | -56.8% | +5.7% |
| 3Y | +119.9% | +314.3% | -194.5% | +45.0% |
| 5Y | +61.7% | +890.9% | -829.2% | -17.2% |
| 10Y | +481.6% | +1,142.3% | -660.7% | +129.2% |
| All | +2,593.6% | +1,397.5% | +1,196.1% | +1,081.1% |
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