+363.8%
PSX vs ATI
+1,101.9%
-738.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | +2.8% | +3.2% | -0.3% | +2.2% |
| 30D | +27.8% | -9.0% | +36.8% | +30.1% |
| 3M | +42.0% | +15.1% | +26.9% | +36.9% |
| 6M | +58.1% | +38.1% | +20.0% | +44.3% |
| YTD | +105.0% | +80.7% | +24.4% | +73.9% |
| 1Y | +104.9% | +167.5% | -62.6% | +55.6% |
| 3Y | +134.1% | +366.0% | -231.9% | +45.9% |
| 5Y | +363.8% | +1,088.8% | -724.9% | +115.4% |
| All | +363.8% | +1,101.9% | -738.0% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling