-48.8%
SE vs ATI
+86.4%
-135.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.1% | +4.7% |
| 7D | +6.7% | +8.3% | -1.7% | +4.1% |
| 30D | -17.2% | -7.3% | -10.0% | -15.5% |
| 3M | -28.0% | -10.5% | -17.5% | -26.2% |
| 6M | -6.1% | +16.4% | -22.5% | -14.3% |
| YTD | -37.1% | +56.1% | -93.2% | -49.7% |
| 1Y | -48.8% | +86.5% | -135.3% | -64.1% |
| All | -48.8% | +86.4% | -135.2% | -64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling