-25.9%
SPOT vs ATI
+163.6%
-189.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.4% | -0.3% |
| 7D | -6.9% | -2.7% | -4.1% | -6.9% |
| 30D | +4.1% | -13.5% | +17.6% | +4.1% |
| 3M | +3.7% | +8.5% | -4.8% | +2.7% |
| 6M | -1.6% | +25.2% | -26.8% | -4.8% |
| YTD | -10.2% | +73.4% | -83.6% | -17.7% |
| 1Y | -25.9% | +160.5% | -186.4% | -36.1% |
| All | -25.9% | +163.6% | -189.5% | -36.1% |
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