+251.6%
ORCL vs ATI
+1,119.3%
-867.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.0% | +2.3% |
| 7D | +0.5% | +6.0% | -5.5% | -0.5% |
| 30D | -15.3% | -3.6% | -11.6% | -14.9% |
| 3M | -18.2% | -18.9% | +0.6% | -15.4% |
| 6M | -38.4% | +16.7% | -55.1% | -40.3% |
| YTD | -37.7% | +61.1% | -98.8% | -43.1% |
| 1Y | -49.3% | +89.3% | -138.6% | -55.0% |
| 3Y | +10.6% | +333.3% | -322.7% | -16.1% |
| 5Y | +35.5% | +954.5% | -919.0% | -11.4% |
| 10Y | +251.6% | +1,067.0% | -815.4% | +122.8% |
| All | +251.6% | +1,119.3% | -867.7% | +122.8% |
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