-53.1%
TEAM vs ATI
+1,086.3%
-1,139.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -4.7% | +2.4% | -7.1% | -5.1% |
| 30D | +17.0% | -9.5% | +26.5% | +19.0% |
| 3M | +85.9% | +10.4% | +75.5% | +80.7% |
| 6M | +116.7% | +31.8% | +84.8% | +100.4% |
| YTD | +9.6% | +80.0% | -70.4% | -7.8% |
| 1Y | -2.5% | +175.8% | -178.4% | -28.0% |
| 3Y | -14.0% | +364.2% | -378.2% | -47.3% |
| 5Y | -53.1% | +1,076.9% | -1,129.9% | -74.5% |
| All | -53.1% | +1,086.3% | -1,139.4% | -74.5% |
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 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