-22.7%
U vs ATI
+1,774.0%
-1,796.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.7% | +9.0% | +6.3% |
| 7D | +2.6% | +4.2% | -1.6% | +1.2% |
| 30D | +27.6% | -2.5% | +30.1% | +27.7% |
| 3M | +15.3% | -19.4% | +34.8% | +21.9% |
| 6M | +96.4% | +11.1% | +85.3% | +87.4% |
| YTD | +19.6% | +59.5% | -40.0% | +0.2% |
| 1Y | +42.1% | +85.8% | -43.6% | +13.3% |
| 3Y | +87.5% | +311.9% | -224.4% | +11.7% |
| 5Y | -73.1% | +963.2% | -1,036.4% | -86.3% |
| All | -22.7% | +1,774.0% | -1,796.7% | -62.0% |
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 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