+213.5%
TER vs ATI
+166.0%
+47.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +5.8% |
| 7D | +11.0% | +3.2% | +7.8% | +7.4% |
| 30D | -1.9% | -9.0% | +7.1% | +8.3% |
| 3M | -0.7% | +15.1% | -15.8% | -13.7% |
| 6M | +36.4% | +38.1% | -1.8% | +0.2% |
| YTD | +92.4% | +80.7% | +11.8% | +15.9% |
| 1Y | +213.5% | +167.5% | +46.0% | +54.6% |
| All | +213.5% | +166.0% | +47.5% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling