+91.4%
ORCL vs ATI
+1,074.8%
-983.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.4% |
| 7D | +5.3% | -0.1% | +5.3% | +5.3% |
| 30D | +10.0% | +2.7% | +7.3% | +9.1% |
| 3M | -32.6% | +16.3% | -48.9% | -35.1% |
| 6M | +4.9% | +30.2% | -25.2% | -2.1% |
| YTD | -17.8% | +83.6% | -101.3% | -29.2% |
| 1Y | -28.0% | +173.0% | -201.0% | -43.7% |
| 3Y | +36.0% | +356.6% | -320.6% | -7.7% |
| All | +91.4% | +1,074.8% | -983.4% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling