+82.5%
SPY vs ATI
+1,074.8%
-992.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.1% | +2.7% | -2.6% | -0.7% |
| 3M | +2.0% | +16.3% | -14.3% | -1.6% |
| 6M | +13.0% | +30.2% | -17.2% | +6.0% |
| YTD | +13.5% | +83.6% | -70.0% | -1.0% |
| 1Y | +20.0% | +173.0% | -153.0% | -4.1% |
| 3Y | +77.2% | +356.6% | -279.5% | +22.1% |
| All | +82.5% | +1,074.8% | -992.3% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling