+1,449.6%
NET vs ATI
+858.4%
+591.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.5% |
| 7D | -7.0% | -0.1% | -6.9% | -7.0% |
| 30D | -4.8% | +2.7% | -7.5% | -5.4% |
| 3M | +3.8% | +16.3% | -12.5% | +0.5% |
| 6M | +50.0% | +30.2% | +19.9% | +41.6% |
| YTD | +41.5% | +83.6% | -42.1% | +25.0% |
| 1Y | +32.8% | +173.0% | -140.2% | +8.6% |
| 3Y | +335.9% | +356.6% | -20.8% | +219.5% |
| 5Y | +113.8% | +1,074.2% | -960.4% | +46.2% |
| All | +1,449.6% | +858.4% | +591.2% | +1,037.5% |
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