+202.8%
TER vs ATI
+1,074.8%
-872.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.5% | +3.9% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | -8.3% | +2.7% | -11.0% | -9.7% |
| 3M | -12.2% | +16.3% | -28.5% | -17.8% |
| 6M | +17.1% | +30.2% | -13.1% | +4.7% |
| YTD | +84.7% | +83.6% | +1.1% | +43.1% |
| 1Y | +199.9% | +173.0% | +26.9% | +97.8% |
| 3Y | +232.8% | +356.6% | -123.9% | +69.0% |
| All | +202.8% | +1,074.8% | -872.0% | +2.3% |
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