+103.0%
PSX vs ATI
+166.4%
-63.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +1.8% | +2.4% | -0.6% | +2.1% |
| 30D | +21.6% | -9.5% | +31.1% | +20.5% |
| 3M | +46.5% | +10.4% | +36.1% | +48.3% |
| 6M | +62.0% | +31.8% | +30.2% | +67.3% |
| YTD | +106.3% | +80.0% | +26.3% | +104.0% |
| 1Y | +103.0% | +175.8% | -72.9% | +91.9% |
| All | +103.0% | +166.4% | -63.5% | +91.9% |
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