+206.8%
ON vs ATI
+998.0%
-791.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.1% | +4.7% |
| 7D | +3.3% | +4.7% | -1.4% | +1.8% |
| 30D | -3.1% | -0.2% | -2.9% | -3.1% |
| 3M | -9.2% | -18.5% | +9.3% | -1.9% |
| 6M | -31.4% | +16.4% | -47.7% | -35.3% |
| YTD | +36.0% | +63.4% | -27.5% | +11.7% |
| 1Y | +52.0% | +91.5% | -39.5% | +17.3% |
| 3Y | +9.3% | +329.2% | -320.0% | -40.7% |
| 5Y | +26.5% | +966.7% | -940.2% | -53.1% |
| 10Y | +556.1% | +1,003.8% | -447.6% | +100.1% |
| All | +206.8% | +998.0% | -791.3% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling