+16.5%
ORCL vs ATI
+328.8%
-312.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +8.1% |
| 7D | +3.8% | +4.7% | -1.0% | +2.6% |
| 30D | -6.6% | -0.2% | -6.3% | -6.6% |
| 3M | -11.4% | -18.5% | +7.1% | -6.9% |
| 6M | -33.3% | +16.4% | -49.7% | -36.2% |
| YTD | -33.3% | +63.4% | -96.7% | -42.4% |
| 1Y | -44.9% | +91.5% | -136.4% | -54.5% |
| All | +16.5% | +328.8% | -312.3% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling