+108.2%
T vs ATI
+361.7%
-253.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.4% |
| 7D | -1.5% | +3.2% | -4.7% | -1.4% |
| 30D | +7.6% | -9.0% | +16.6% | +7.3% |
| 3M | +15.3% | +15.1% | +0.2% | +15.9% |
| 6M | -8.5% | +38.1% | -46.6% | -7.4% |
| YTD | +6.8% | +80.7% | -73.9% | +8.7% |
| 1Y | -7.2% | +167.5% | -174.8% | -4.9% |
| 3Y | +108.2% | +366.0% | -257.7% | +125.5% |
| All | +108.2% | +361.7% | -253.5% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling