+241.3%
RF vs ATI
+1,117.2%
-875.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.1% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -3.6% | +2.7% | -6.3% | -4.8% |
| 3M | +8.1% | +16.3% | -8.2% | +1.5% |
| 6M | +11.5% | +30.2% | -18.7% | -0.3% |
| YTD | +15.6% | +83.6% | -68.0% | -8.6% |
| 1Y | +15.7% | +173.0% | -157.3% | -21.0% |
| 3Y | +86.9% | +356.6% | -269.8% | +1.5% |
| 5Y | +89.8% | +1,074.2% | -984.4% | -29.1% |
| 10Y | +344.7% | +1,136.2% | -791.5% | +40.2% |
| All | +241.3% | +1,117.2% | -875.8% | -16.3% |
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