+15.5%
PH vs ATI
+85.0%
-69.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.4% |
| 7D | +2.1% | +1.3% | +0.8% | +1.5% |
| 30D | +0.3% | -4.8% | +5.0% | +1.9% |
| 3M | -8.8% | -19.9% | +11.1% | -0.8% |
| 6M | +10.0% | +15.4% | -5.3% | +2.2% |
| YTD | +10.5% | +59.2% | -48.7% | -10.4% |
| 1Y | +15.5% | +86.3% | -70.7% | -11.9% |
| All | +15.5% | +85.0% | -69.4% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling