+58.7%
SO vs ATI
+1,101.9%
-1,043.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +1.0% | +3.2% | -2.1% | +0.9% |
| 30D | -3.2% | -9.0% | +5.8% | -2.9% |
| 3M | -1.7% | +15.1% | -16.8% | -2.4% |
| 6M | -7.2% | +38.1% | -45.3% | -8.7% |
| YTD | +4.6% | +80.7% | -76.1% | +1.5% |
| 1Y | +1.2% | +167.5% | -166.3% | -3.7% |
| 3Y | +45.3% | +366.0% | -320.7% | +29.9% |
| 5Y | +58.7% | +1,088.8% | -1,030.0% | +27.5% |
| All | +58.7% | +1,101.9% | -1,043.1% | +27.5% |
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