+46.0%
ON vs ATI
+166.4%
-120.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -1.9% | +2.4% | -4.3% | -3.1% |
| 30D | -11.0% | -9.5% | -1.5% | -6.1% |
| 3M | -39.3% | +10.4% | -49.7% | -42.2% |
| 6M | +19.8% | +31.8% | -12.0% | +4.0% |
| YTD | +31.1% | +80.0% | -48.9% | +4.2% |
| 1Y | +46.0% | +175.8% | -129.8% | +2.4% |
| All | +46.0% | +166.4% | -120.4% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling