+77.5%
O vs ATI
+1,002.4%
-924.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -0.4% | +13.0% | -13.4% | -2.4% |
| 30D | +8.3% | +0.2% | +8.1% | +7.8% |
| 3M | -4.0% | -17.5% | +13.5% | -1.4% |
| 6M | -2.6% | +18.1% | -20.7% | -6.6% |
| YTD | +9.9% | +65.7% | -55.8% | -1.2% |
| 1Y | +9.8% | +91.9% | -82.1% | -3.9% |
| 3Y | +39.7% | +335.2% | -295.5% | +0.4% |
| 5Y | +9.2% | +1,004.3% | -995.1% | -37.9% |
| All | +77.5% | +1,002.4% | -924.9% | -17.6% |
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