+213.6%
RF vs ATI
+961.4%
-747.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +2.6% |
| 7D | +1.9% | +4.2% | -2.2% | +0.3% |
| 30D | +7.3% | -2.5% | +9.9% | +7.4% |
| 3M | -7.9% | -19.4% | +11.5% | -1.5% |
| 6M | +10.5% | +11.1% | -0.6% | +3.4% |
| YTD | +9.6% | +59.5% | -49.9% | -11.7% |
| 1Y | +20.3% | +85.8% | -65.5% | -8.8% |
| 3Y | +119.5% | +311.9% | -192.4% | +14.0% |
| 5Y | +48.2% | +963.2% | -915.0% | -50.0% |
| All | +213.6% | +961.4% | -747.8% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling