-26.3%
U vs ATI
+1,770.2%
-1,796.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.8% |
| 7D | +24.4% | +1.3% | +23.0% | +23.5% |
| 30D | +7.4% | -4.8% | +12.1% | +8.4% |
| 3M | +16.8% | -19.9% | +36.7% | +23.8% |
| 6M | +78.8% | +15.4% | +63.4% | +68.8% |
| YTD | +14.0% | +59.2% | -45.3% | -4.3% |
| 1Y | +16.7% | +86.3% | -69.5% | -6.9% |
| 3Y | +86.4% | +318.2% | -231.8% | +10.7% |
| 5Y | -71.5% | +958.6% | -1,030.1% | -85.4% |
| All | -26.3% | +1,770.2% | -1,796.6% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling