+1,112.1%
PSX vs ATI
+491.6%
+620.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.7% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | +26.6% | +2.7% | +23.9% | +25.3% |
| 3M | +39.3% | +16.3% | +22.9% | +32.2% |
| 6M | +56.8% | +30.2% | +26.6% | +41.9% |
| YTD | +101.8% | +83.6% | +18.3% | +64.8% |
| 1Y | +99.6% | +173.0% | -73.4% | +44.0% |
| 3Y | +140.3% | +356.6% | -216.3% | +42.3% |
| 5Y | +339.3% | +1,074.2% | -734.9% | +88.4% |
| 10Y | +369.9% | +1,136.2% | -766.4% | +73.1% |
| All | +1,112.1% | +491.6% | +620.5% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling