+264.0%
SPOT vs ATI
+792.2%
-528.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.1% | -3.7% |
| 7D | -0.9% | -0.1% | -0.9% | -1.0% |
| 30D | +12.5% | +2.7% | +9.8% | +11.7% |
| 3M | +9.9% | +16.3% | -6.4% | +6.1% |
| 6M | +1.6% | +30.2% | -28.6% | -4.5% |
| YTD | -6.6% | +83.6% | -90.1% | -17.9% |
| 1Y | -22.9% | +173.0% | -195.9% | -37.5% |
| 3Y | +244.3% | +356.6% | -112.4% | +149.0% |
| 5Y | +117.8% | +1,074.2% | -956.4% | +33.2% |
| All | +264.0% | +792.2% | -528.2% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling