+134.1%
PSX vs ATI
+361.7%
-227.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | +2.8% | +3.2% | -0.3% | +2.4% |
| 30D | +27.8% | -9.0% | +36.8% | +29.3% |
| 3M | +42.0% | +15.1% | +26.9% | +38.5% |
| 6M | +58.1% | +38.1% | +20.0% | +48.1% |
| YTD | +105.0% | +80.7% | +24.4% | +80.2% |
| 1Y | +104.9% | +167.5% | -62.6% | +63.7% |
| 3Y | +134.1% | +366.0% | -231.9% | +69.0% |
| All | +134.1% | +361.7% | -227.7% | +69.0% |
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