+45.4%
ORCL vs ATI
+994.1%
-948.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | +10.4% | +13.0% | -2.6% | +7.2% |
| 30D | -11.2% | +0.2% | -11.4% | -11.4% |
| 3M | -16.8% | -17.5% | +0.7% | -13.2% |
| 6M | -31.5% | +18.1% | -49.6% | -34.4% |
| YTD | -33.9% | +65.7% | -99.6% | -42.1% |
| 1Y | -43.3% | +91.9% | -135.2% | -52.1% |
| 3Y | +16.5% | +335.2% | -318.8% | -21.1% |
| 5Y | +45.4% | +1,004.3% | -958.9% | -19.1% |
| All | +45.4% | +994.1% | -948.7% | -19.1% |
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