+66.1%
T vs ATI
+1,101.9%
-1,035.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.5% | +3.2% | -4.7% | -1.7% |
| 30D | +7.6% | -9.0% | +16.6% | +8.0% |
| 3M | +15.3% | +15.1% | +0.2% | +14.4% |
| 6M | -8.5% | +38.1% | -46.6% | -10.2% |
| YTD | +6.8% | +80.7% | -73.9% | +2.9% |
| 1Y | -7.2% | +167.5% | -174.8% | -13.1% |
| 3Y | +108.2% | +366.0% | -257.7% | +80.7% |
| 5Y | +66.1% | +1,088.8% | -1,022.7% | +21.0% |
| All | +66.1% | +1,101.9% | -1,035.8% | +21.0% |
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