+247.9%
SOXX vs ATI
+1,029.4%
-781.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.4% | -5.6% | +7.0% | +3.8% |
| 30D | -3.6% | -13.7% | +10.2% | +2.4% |
| 3M | -10.2% | -0.4% | -9.8% | -10.0% |
| 6M | +54.2% | +26.2% | +28.0% | +40.6% |
| YTD | +75.2% | +73.2% | +2.0% | +41.7% |
| 1Y | +107.5% | +161.6% | -54.1% | +43.3% |
| 3Y | +226.8% | +346.2% | -119.4% | +78.2% |
| All | +247.9% | +1,029.4% | -781.5% | +42.7% |
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