+99.6%
PSX vs ATI
+176.2%
-76.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | +0.5% |
| 7D | +4.5% | -0.1% | +4.6% | +4.6% |
| 30D | +26.6% | +2.7% | +23.9% | +27.0% |
| 3M | +39.3% | +16.3% | +22.9% | +41.8% |
| 6M | +56.8% | +30.2% | +26.6% | +63.0% |
| YTD | +101.8% | +83.6% | +18.3% | +101.0% |
| 1Y | +99.6% | +173.0% | -73.4% | +92.2% |
| All | +99.6% | +176.2% | -76.6% | +92.2% |
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 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