+33.9%
TER vs ATI
+87.1%
-53.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.2% | +7.6% | +7.2% |
| 7D | -5.8% | +6.0% | -11.8% | -10.5% |
| 30D | -38.9% | -3.6% | -35.3% | -36.1% |
| 3M | -35.1% | -18.9% | -16.3% | -17.2% |
| 6M | -31.6% | +16.7% | -48.3% | -42.7% |
| YTD | +27.2% | +61.1% | -33.8% | -26.4% |
| All | +33.9% | +87.1% | -53.2% | -32.9% |
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