+62.5%
T vs ATI
+961.4%
-898.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.4% |
| 7D | +2.5% | +4.2% | -1.6% | +2.0% |
| 30D | -3.8% | -2.5% | -1.2% | -3.7% |
| 3M | -8.7% | -19.4% | +10.7% | -6.8% |
| 6M | -8.1% | +11.1% | -19.2% | -10.1% |
| YTD | -6.4% | +59.5% | -66.0% | -13.1% |
| 1Y | -9.8% | +85.8% | -95.5% | -17.9% |
| 3Y | +65.5% | +311.9% | -246.4% | +30.0% |
| 5Y | +57.0% | +963.2% | -906.3% | +2.9% |
| All | +62.5% | +961.4% | -898.9% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling