+1,895.7%
TER vs ATI
+1,068.2%
+827.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +12.4% | +2.4% | +10.0% | +11.4% |
| 30D | +5.1% | -9.5% | +14.6% | +9.0% |
| 3M | +4.0% | +10.4% | -6.4% | +1.2% |
| 6M | +29.5% | +31.8% | -2.3% | +19.9% |
| YTD | +98.5% | +80.0% | +18.5% | +67.2% |
| 1Y | +234.1% | +175.8% | +58.3% | +147.1% |
| 3Y | +289.0% | +364.2% | -75.2% | +139.4% |
| 5Y | +228.2% | +1,076.9% | -848.7% | +53.0% |
| 10Y | +1,895.7% | +1,178.1% | +717.6% | +757.7% |
| All | +1,895.7% | +1,068.2% | +827.5% | +757.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling