-24.5%
ON vs ATI
+373.5%
-398.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | -0.5% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -3.3% | +2.7% | -6.0% | -4.7% |
| 3M | -43.6% | +16.3% | -59.9% | -47.5% |
| 6M | +19.0% | +30.2% | -11.2% | +4.5% |
| YTD | +37.4% | +83.6% | -46.2% | +3.1% |
| 1Y | +54.8% | +173.0% | -118.2% | -4.0% |
| All | -24.5% | +373.5% | -398.0% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling