+198.6%
PM vs ATI
+1,051.1%
-852.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | -1.3% | +3.2% | -4.5% | -1.7% |
| 30D | -2.6% | -9.0% | +6.5% | -1.6% |
| 3M | +5.8% | +15.1% | -9.3% | +3.7% |
| 6M | +10.6% | +38.1% | -27.6% | +5.6% |
| YTD | +17.2% | +80.7% | -63.5% | +8.2% |
| 1Y | +17.6% | +167.5% | -149.9% | +3.1% |
| 3Y | +124.3% | +366.0% | -241.7% | +77.0% |
| 5Y | +125.1% | +1,088.8% | -963.7% | +51.2% |
| 10Y | +198.6% | +1,055.0% | -856.4% | +84.5% |
| All | +198.6% | +1,051.1% | -852.5% | +84.5% |
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