-28.0%
ORCL vs ATI
+176.2%
-204.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.4% |
| 7D | +5.3% | -0.1% | +5.3% | +5.3% |
| 30D | +10.0% | +2.7% | +7.3% | +9.0% |
| 3M | -32.6% | +16.3% | -48.9% | -35.0% |
| 6M | +4.9% | +30.2% | -25.2% | -2.0% |
| YTD | -17.8% | +83.6% | -101.3% | -30.0% |
| 1Y | -28.0% | +173.0% | -201.0% | -46.1% |
| All | -28.0% | +176.2% | -204.2% | -46.1% |
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