+145.2%
PSX vs ATI
+302.5%
-157.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -1.1% |
| 7D | -13.1% | +6.2% | -19.3% | -13.8% |
| 30D | -9.5% | -7.1% | -2.5% | -8.9% |
| 3M | +20.2% | -21.3% | +41.5% | +23.5% |
| 6M | +44.9% | +6.5% | +38.4% | +41.8% |
| YTD | +94.4% | +53.2% | +41.2% | +74.2% |
| 1Y | +83.1% | +82.7% | +0.4% | +57.3% |
| All | +145.2% | +302.5% | -157.3% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling