+53.4%
T vs ATI
+871.8%
-818.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.0% |
| 7D | +1.0% | +6.2% | -5.1% | +0.8% |
| 30D | -10.6% | -7.1% | -3.5% | -10.5% |
| 3M | -7.7% | -21.3% | +13.6% | -7.1% |
| 6M | -13.3% | +6.5% | -19.8% | -13.9% |
| YTD | -8.8% | +53.2% | -61.9% | -11.3% |
| 1Y | -8.4% | +82.7% | -91.1% | -11.9% |
| 3Y | +59.6% | +314.3% | -254.7% | +40.0% |
| All | +53.4% | +871.8% | -818.3% | +17.9% |
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