+18.9%
NET vs ATI
+15.7%
+3.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -16.4% | +8.3% | -24.7% | -16.8% |
| 30D | -25.8% | -7.3% | -18.6% | -24.9% |
| 3M | -11.5% | -10.5% | -1.0% | -10.1% |
| 6M | +18.9% | +16.4% | +2.5% | -1.7% |
| All | +18.9% | +15.7% | +3.3% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling