+4,731.6%
PH vs ATI
+1,117.2%
+3,614.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -1.2% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -3.2% | +2.7% | -5.9% | -4.1% |
| 3M | +10.6% | +16.3% | -5.7% | +4.9% |
| 6M | -2.1% | +30.2% | -32.3% | -10.9% |
| YTD | +10.2% | +83.6% | -73.4% | -10.3% |
| 1Y | +28.2% | +173.0% | -144.8% | -8.6% |
| 3Y | +134.9% | +356.6% | -221.8% | +36.7% |
| 5Y | +253.6% | +1,074.2% | -820.6% | +47.0% |
| 10Y | +804.7% | +1,136.2% | -331.5% | +214.2% |
| All | +4,731.6% | +1,117.2% | +3,614.5% | +1,019.2% |
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