+52.5%
SOXX vs ATI
+86.4%
-33.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -2.7% |
| 7D | -13.7% | +8.3% | -22.0% | -18.0% |
| 30D | -23.6% | -7.3% | -16.3% | -20.1% |
| 3M | -16.9% | -10.5% | -6.4% | -11.9% |
| 6M | -2.4% | +16.4% | -18.8% | -10.3% |
| YTD | +49.8% | +56.1% | -6.2% | +14.7% |
| 1Y | +52.5% | +86.5% | -34.0% | +4.3% |
| All | +52.5% | +86.4% | -33.9% | +4.3% |
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