-87.0%
OPEN vs ATI
+1,575.8%
-1,662.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +4.4% | -26.2% | -23.4% |
| 7D | -22.2% | +6.2% | -28.4% | -24.3% |
| 30D | -38.3% | -7.1% | -31.2% | -37.2% |
| 3M | -59.4% | -21.3% | -38.0% | -56.1% |
| 6M | -74.4% | +6.5% | -80.8% | -75.6% |
| YTD | -76.0% | +53.2% | -129.2% | -80.3% |
| 1Y | -78.7% | +82.7% | -161.4% | -83.6% |
| 3Y | -30.0% | +314.3% | -344.3% | -62.1% |
| 5Y | -93.7% | +890.9% | -984.7% | -97.1% |
| All | -87.0% | +1,575.8% | -1,662.8% | -93.5% |
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 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