+43.4%
ON vs ATI
+85.0%
-41.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | -4.1% | +1.3% | -5.4% | -4.6% |
| 30D | -10.2% | -4.8% | -5.5% | -7.8% |
| 3M | -12.7% | -19.9% | +7.2% | -0.7% |
| 6M | -32.5% | +15.4% | -47.9% | -37.1% |
| YTD | +28.6% | +59.2% | -30.7% | +6.9% |
| 1Y | +43.4% | +86.3% | -42.9% | +15.9% |
| All | +43.4% | +85.0% | -41.6% | +15.9% |
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 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