+568.6%
SE vs ATI
+748.2%
-179.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -3.6% | +2.4% | -6.0% | -4.3% |
| 30D | -5.3% | -9.5% | +4.2% | -2.8% |
| 3M | +28.1% | +10.4% | +17.7% | +23.9% |
| 6M | +20.7% | +31.8% | -11.2% | +10.7% |
| YTD | -14.8% | +80.0% | -94.8% | -28.1% |
| 1Y | -43.6% | +175.8% | -219.4% | -57.8% |
| 3Y | +184.2% | +364.2% | -180.0% | +80.0% |
| 5Y | -66.3% | +1,076.9% | -1,143.2% | -82.9% |
| All | +568.6% | +748.2% | -179.6% | +272.9% |
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