+361.6%
PSX vs ATI
+961.4%
-599.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.9% |
| 7D | +7.8% | +4.2% | +3.7% | +6.4% |
| 30D | -10.9% | -2.5% | -8.4% | -10.8% |
| 3M | +14.5% | -19.4% | +33.9% | +21.1% |
| 6M | +56.1% | +11.1% | +45.0% | +47.3% |
| YTD | +109.6% | +59.5% | +50.0% | +72.0% |
| 1Y | +95.5% | +85.8% | +9.8% | +52.2% |
| 3Y | +156.2% | +311.9% | -155.7% | +42.8% |
| 5Y | +310.0% | +963.2% | -653.2% | +54.1% |
| All | +361.6% | +961.4% | -599.7% | +50.2% |
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 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