-78.0%
SE vs ATI
+871.8%
-949.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.5% |
| 7D | +2.0% | +6.2% | -4.2% | -0.2% |
| 30D | -20.0% | -7.1% | -12.9% | -18.1% |
| 3M | -31.8% | -21.3% | -10.5% | -26.1% |
| 6M | -15.9% | +6.5% | -22.4% | -19.4% |
| YTD | -40.6% | +53.2% | -93.8% | -50.7% |
| 1Y | -50.7% | +82.7% | -133.4% | -61.7% |
| 3Y | +70.3% | +314.3% | -244.0% | -9.5% |
| All | -78.0% | +871.8% | -949.7% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling