+250.1%
SPOT vs ATI
+742.9%
-492.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.4% | +0.4% |
| 7D | -6.9% | -2.7% | -4.1% | -6.4% |
| 30D | +4.1% | -13.5% | +17.6% | +6.7% |
| 3M | +3.7% | +8.5% | -4.8% | +1.4% |
| 6M | -1.6% | +25.2% | -26.8% | -6.8% |
| YTD | -10.2% | +73.4% | -83.6% | -20.3% |
| 1Y | -25.9% | +160.5% | -186.4% | -39.4% |
| 3Y | +235.6% | +347.3% | -111.7% | +143.7% |
| 5Y | +110.6% | +1,049.0% | -938.4% | +29.5% |
| All | +250.1% | +742.9% | -492.7% | +154.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling