+709.0%
ORCL vs ATI
+915.7%
-206.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.1% |
| 7D | -11.2% | +6.2% | -17.3% | -12.3% |
| 30D | -18.8% | -7.1% | -11.7% | -17.8% |
| 3M | -18.8% | -21.3% | +2.5% | -14.9% |
| 6M | -39.7% | +6.5% | -46.2% | -40.9% |
| YTD | -39.6% | +53.2% | -92.8% | -45.4% |
| 1Y | -51.7% | +82.7% | -134.5% | -57.9% |
| 3Y | +10.2% | +314.3% | -304.1% | -20.7% |
| 5Y | +30.8% | +890.9% | -860.1% | -23.3% |
| 10Y | +252.1% | +1,142.3% | -890.3% | +69.2% |
| All | +709.0% | +915.7% | -206.7% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling