+30.6%
ORCL vs ATI
+871.8%
-841.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.2% |
| 7D | -11.2% | +6.2% | -17.3% | -12.5% |
| 30D | -18.8% | -7.1% | -11.7% | -17.5% |
| 3M | -18.8% | -21.3% | +2.5% | -14.3% |
| 6M | -39.7% | +6.5% | -46.2% | -41.0% |
| YTD | -39.6% | +53.2% | -92.8% | -46.2% |
| 1Y | -51.7% | +82.7% | -134.5% | -58.8% |
| 3Y | +10.2% | +314.3% | -304.1% | -24.4% |
| All | +30.6% | +871.8% | -841.2% | -30.4% |
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