+788.9%
TER vs ATI
+1,117.2%
-328.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.5% | +4.4% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | -8.3% | +2.7% | -11.0% | -9.2% |
| 3M | -12.2% | +16.3% | -28.5% | -16.1% |
| 6M | +17.1% | +30.2% | -13.1% | +8.6% |
| YTD | +84.7% | +83.6% | +1.1% | +52.4% |
| 1Y | +199.9% | +173.0% | +26.9% | +115.6% |
| 3Y | +232.8% | +356.6% | -123.9% | +93.3% |
| 5Y | +198.6% | +1,074.2% | -875.6% | +21.3% |
| 10Y | +1,669.7% | +1,136.2% | +533.5% | +461.1% |
| All | +788.9% | +1,117.2% | -328.3% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling