+280.2%
T vs ATI
+1,117.2%
-836.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.4% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +11.4% | +2.7% | +8.7% | +10.8% |
| 3M | +14.3% | +16.3% | -2.0% | +11.2% |
| 6M | -9.3% | +30.2% | -39.4% | -13.6% |
| YTD | +7.1% | +83.6% | -76.5% | -3.4% |
| 1Y | -9.1% | +173.0% | -182.1% | -23.2% |
| 3Y | +105.3% | +356.6% | -251.3% | +54.7% |
| 5Y | +66.8% | +1,074.2% | -1,007.4% | +5.1% |
| 10Y | +66.8% | +1,136.2% | -1,069.4% | -7.2% |
| All | +280.2% | +1,117.2% | -836.9% | +37.5% |
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 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