+228.5%
T vs ATI
+955.8%
-727.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +2.6% | +1.3% | +1.2% | +2.3% |
| 30D | -1.1% | -4.8% | +3.7% | -0.7% |
| 3M | -7.7% | -19.9% | +12.2% | -5.2% |
| 6M | -10.6% | +15.4% | -26.0% | -13.4% |
| YTD | -7.5% | +59.2% | -66.7% | -15.2% |
| 1Y | -7.4% | +86.3% | -93.7% | -17.3% |
| 3Y | +63.1% | +318.2% | -255.2% | +24.0% |
| 5Y | +55.2% | +958.6% | -903.4% | -1.0% |
| 10Y | +58.8% | +996.8% | -938.0% | -10.0% |
| All | +228.5% | +955.8% | -727.2% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling