-4.4%
ON vs ATI
+320.9%
-325.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.7% |
| 7D | -11.7% | +6.2% | -17.8% | -14.1% |
| 30D | -23.3% | -7.1% | -16.2% | -20.7% |
| 3M | -19.2% | -21.3% | +2.1% | -9.6% |
| 6M | -40.1% | +6.5% | -46.6% | -41.9% |
| YTD | +16.9% | +53.2% | -36.3% | -4.4% |
| 1Y | +29.7% | +82.7% | -53.0% | -2.1% |
| 3Y | -4.4% | +314.3% | -318.7% | -52.9% |
| All | -4.4% | +320.9% | -325.3% | -52.9% |
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 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