-49.5%
ORCL vs ATI
+86.4%
-135.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.8% |
| 7D | -14.4% | +8.3% | -22.7% | -15.9% |
| 30D | -12.8% | -7.3% | -5.6% | -11.2% |
| 3M | -14.8% | -10.5% | -4.3% | -12.8% |
| 6M | -30.9% | +16.4% | -47.3% | -32.2% |
| YTD | -35.7% | +56.1% | -91.7% | -42.7% |
| 1Y | -49.5% | +86.5% | -136.0% | -56.4% |
| All | -49.5% | +86.4% | -135.9% | -56.4% |
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