+67.6%
SPY vs ATI
+871.8%
-804.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -0.6% |
| 7D | -2.7% | +6.2% | -8.9% | -3.9% |
| 30D | -5.4% | -7.1% | +1.7% | -4.2% |
| 3M | -4.1% | -21.3% | +17.2% | +0.2% |
| 6M | +0.7% | +6.5% | -5.8% | -1.7% |
| YTD | +8.7% | +53.2% | -44.5% | -2.4% |
| 1Y | +10.9% | +82.7% | -71.8% | -4.1% |
| 3Y | +75.0% | +314.3% | -239.3% | +21.2% |
| All | +67.6% | +871.8% | -804.1% | -3.0% |
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 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