+47.6%
ON vs ATI
+81.3%
-33.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -1.4% |
| 7D | +12.2% | +4.2% | +8.1% | +9.8% |
| 30D | -3.1% | -2.5% | -0.6% | -1.8% |
| 3M | -12.9% | -19.4% | +6.5% | -1.2% |
| 6M | -38.6% | +11.1% | -49.7% | -41.7% |
| YTD | +31.2% | +59.5% | -28.3% | +10.0% |
| 1Y | +47.6% | +85.8% | -38.1% | +20.7% |
| All | +47.6% | +81.3% | -33.7% | +20.7% |
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