+11.2%
SPY vs ATI
+85.0%
-73.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -0.6% | +1.3% | -1.9% | -0.8% |
| 30D | -3.7% | -4.8% | +1.1% | -3.1% |
| 3M | -2.7% | -19.9% | +17.2% | +0.6% |
| 6M | +2.2% | +15.4% | -13.2% | -1.6% |
| YTD | +10.8% | +59.2% | -48.4% | -1.2% |
| 1Y | +11.2% | +86.3% | -75.0% | -5.1% |
| All | +11.2% | +85.0% | -73.7% | -5.1% |
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