+1,001.8%
TER vs ATI
+1,119.3%
-117.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.2% | +7.6% | +10.8% |
| 7D | -5.8% | +6.0% | -11.8% | -7.3% |
| 30D | -38.9% | -3.6% | -35.3% | -37.9% |
| 3M | -35.1% | -18.9% | -16.3% | -29.7% |
| 6M | -31.6% | +16.7% | -48.3% | -34.2% |
| YTD | +27.2% | +61.1% | -33.8% | +11.7% |
| 1Y | +35.2% | +89.3% | -54.1% | +12.9% |
| 3Y | +192.8% | +333.3% | -140.5% | +84.5% |
| 5Y | +72.4% | +954.5% | -882.1% | -17.3% |
| 10Y | +1,001.8% | +1,067.0% | -65.1% | +394.4% |
| All | +1,001.8% | +1,119.3% | -117.5% | +394.4% |
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