+1,067.6%
PSX vs ATI
+393.7%
+673.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -1.7% |
| 7D | -13.1% | +6.2% | -19.3% | -14.6% |
| 30D | -9.5% | -7.1% | -2.5% | -8.2% |
| 3M | +20.2% | -21.3% | +41.5% | +27.2% |
| 6M | +44.9% | +6.5% | +38.4% | +39.3% |
| YTD | +94.4% | +53.2% | +41.2% | +65.6% |
| 1Y | +83.1% | +82.7% | +0.4% | +47.8% |
| 3Y | +132.2% | +314.3% | -182.2% | +40.2% |
| 5Y | +278.8% | +890.9% | -612.1% | +69.8% |
| 10Y | +354.2% | +1,142.3% | -788.2% | +69.2% |
| All | +1,067.6% | +393.7% | +673.9% | +334.7% |
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