+12.4%
O vs ATI
+958.1%
-945.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | +0.5% |
| 7D | +3.3% | +6.0% | -2.7% | +2.9% |
| 30D | +10.3% | -3.6% | +14.0% | +10.5% |
| 3M | -3.5% | -18.9% | +15.4% | -2.2% |
| 6M | -1.3% | +16.7% | -18.0% | -3.1% |
| YTD | +10.3% | +61.1% | -50.7% | +5.3% |
| 1Y | +10.4% | +89.3% | -78.9% | +4.0% |
| 3Y | +40.0% | +333.3% | -293.3% | +17.7% |
| 5Y | +12.4% | +954.5% | -942.1% | -14.9% |
| All | +12.4% | +958.1% | -945.7% | -14.9% |
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