-46.2%
SE vs ATI
+81.3%
-127.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +2.2% |
| 7D | -0.5% | +4.2% | -4.6% | -1.8% |
| 30D | -20.9% | -2.5% | -18.4% | -20.6% |
| 3M | -38.9% | -19.4% | -19.5% | -35.4% |
| 6M | -19.4% | +11.1% | -30.5% | -24.7% |
| YTD | -40.9% | +59.5% | -100.5% | -52.3% |
| 1Y | -46.2% | +85.8% | -132.0% | -59.8% |
| All | -46.2% | +81.3% | -127.5% | -59.8% |
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