-40.9%
SE vs ATI
+176.2%
-217.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.7% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -2.5% | +2.7% | -5.2% | -3.3% |
| 3M | +21.7% | +16.3% | +5.4% | +15.0% |
| 6M | +27.0% | +30.2% | -3.2% | +13.8% |
| YTD | -12.1% | +83.6% | -95.7% | -27.9% |
| 1Y | -40.9% | +173.0% | -213.9% | -55.8% |
| All | -40.9% | +176.2% | -217.1% | -55.8% |
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