+54.6%
TER vs ATI
+871.8%
-817.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.9% | +0.2% |
| 7D | -20.5% | +6.2% | -26.6% | -22.8% |
| 30D | -47.0% | -7.1% | -39.9% | -44.8% |
| 3M | -43.3% | -21.3% | -22.0% | -35.4% |
| 6M | -42.9% | +6.5% | -49.4% | -43.6% |
| YTD | +12.9% | +53.2% | -40.3% | -3.7% |
| 1Y | +18.2% | +82.7% | -64.5% | -6.2% |
| 3Y | +151.8% | +314.3% | -162.5% | +36.8% |
| All | +54.6% | +871.8% | -817.2% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling