+268.2%
PM vs ATI
+1,002.4%
-734.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -2.4% | +13.0% | -15.4% | -3.8% |
| 30D | -1.3% | +0.2% | -1.5% | -1.6% |
| 3M | +6.5% | -17.5% | +24.0% | +8.4% |
| 6M | +7.0% | +18.1% | -11.1% | +3.9% |
| YTD | +25.8% | +65.7% | -39.9% | +16.7% |
| 1Y | +30.9% | +91.9% | -61.0% | +19.2% |
| 3Y | +148.0% | +335.2% | -187.3% | +95.5% |
| 5Y | +161.2% | +1,004.3% | -843.1% | +74.5% |
| All | +268.2% | +1,002.4% | -734.2% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling