-10.5%
T vs ATI
+166.4%
-176.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -3.1% | +2.4% | -5.5% | -2.9% |
| 30D | +4.6% | -9.5% | +14.1% | +3.7% |
| 3M | +12.2% | +10.4% | +1.9% | +13.4% |
| 6M | -6.5% | +31.8% | -38.3% | -3.9% |
| YTD | +4.9% | +80.0% | -75.1% | +11.3% |
| 1Y | -10.5% | +175.8% | -186.3% | -0.5% |
| All | -10.5% | +166.4% | -176.9% | -0.5% |
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