+244.8%
ORCL vs ATI
+1,108.2%
-863.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | 0.0% |
| 7D | -11.2% | +6.2% | -17.3% | -12.1% |
| 30D | -18.8% | -7.1% | -11.7% | -17.9% |
| 3M | -18.8% | -21.3% | +2.5% | -15.5% |
| 6M | -39.7% | +6.5% | -46.2% | -40.6% |
| YTD | -39.6% | +53.2% | -92.8% | -44.4% |
| 1Y | -51.7% | +82.7% | -134.5% | -56.9% |
| 3Y | +10.2% | +314.3% | -304.1% | -15.7% |
| 5Y | +30.8% | +890.9% | -860.1% | -13.6% |
| All | +244.8% | +1,108.2% | -863.4% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling