+257.9%
SPOT vs ATI
+318.7%
-60.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +2.9% |
| 7D | +1.6% | +4.2% | -2.6% | +1.0% |
| 30D | +16.9% | -2.5% | +19.5% | +17.0% |
| 3M | +23.0% | -19.4% | +42.4% | +27.0% |
| 6M | +42.2% | +11.1% | +31.1% | +35.7% |
| YTD | +5.5% | +59.5% | -54.0% | -9.3% |
| 1Y | -5.1% | +85.8% | -90.8% | -21.8% |
| 3Y | +257.9% | +311.9% | -54.0% | +141.4% |
| All | +257.9% | +318.7% | -60.8% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling