+2,456.6%
O vs ATI
+955.8%
+1,500.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +3.5% | +1.3% | +2.2% | +3.2% |
| 30D | +10.4% | -4.8% | +15.2% | +11.0% |
| 3M | -2.4% | -19.9% | +17.5% | +1.2% |
| 6M | -1.2% | +15.4% | -16.6% | -5.4% |
| YTD | +10.4% | +59.2% | -48.8% | -1.6% |
| 1Y | +11.4% | +86.3% | -74.8% | -3.9% |
| 3Y | +40.4% | +318.2% | -277.8% | -2.3% |
| 5Y | +12.1% | +958.6% | -946.5% | -38.3% |
| 10Y | +82.7% | +996.8% | -914.0% | -13.9% |
| All | +2,456.6% | +955.8% | +1,500.8% | +816.6% |
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 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