-49.6%
ORCL vs ATI
+87.1%
-136.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.0% | +1.9% |
| 7D | +0.5% | +6.0% | -5.5% | -0.8% |
| 30D | -15.3% | -3.6% | -11.6% | -14.4% |
| 3M | -18.2% | -18.9% | +0.6% | -14.6% |
| 6M | -38.4% | +16.7% | -55.1% | -39.9% |
| YTD | -37.7% | +61.1% | -98.8% | -44.9% |
| All | -49.6% | +87.1% | -136.7% | -56.3% |
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