+2,504.6%
O vs ATI
+1,117.2%
+1,387.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.4% |
| 7D | -0.7% | -0.1% | -0.7% | -0.8% |
| 30D | -1.9% | +2.7% | -4.6% | -2.6% |
| 3M | +3.8% | +16.3% | -12.5% | 0.0% |
| 6M | -4.7% | +30.2% | -34.9% | -10.9% |
| YTD | +12.5% | +83.6% | -71.1% | -2.0% |
| 1Y | +10.8% | +173.0% | -162.2% | -11.4% |
| 3Y | +28.8% | +356.6% | -327.9% | -11.5% |
| 5Y | +13.2% | +1,074.2% | -1,061.0% | -38.8% |
| 10Y | +53.5% | +1,136.2% | -1,082.8% | -29.5% |
| All | +2,504.6% | +1,117.2% | +1,387.4% | +813.4% |
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