+50.3%
TER vs ATI
+91.4%
-41.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +5.4% |
| 7D | +5.9% | +4.7% | +1.2% | +1.8% |
| 30D | -30.8% | -0.2% | -30.5% | -30.3% |
| 3M | -29.9% | -18.5% | -11.5% | -10.9% |
| 6M | -27.5% | +16.4% | -43.8% | -38.9% |
| YTD | +37.5% | +63.4% | -25.9% | -21.1% |
| 1Y | +50.3% | +91.5% | -41.3% | -24.4% |
| All | +50.3% | +91.4% | -41.1% | -24.4% |
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 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