-37.8%
U vs ATI
+2,014.0%
-2,051.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.4% | +2.4% | +2.0% | +3.6% |
| 30D | -1.3% | -9.5% | +8.2% | +1.6% |
| 3M | +49.6% | +10.4% | +39.2% | +44.5% |
| 6M | +100.2% | +31.8% | +68.4% | +81.4% |
| YTD | -3.7% | +80.0% | -83.7% | -21.5% |
| 1Y | -6.5% | +175.8% | -182.3% | -34.1% |
| 3Y | +12.9% | +364.2% | -351.3% | -34.7% |
| 5Y | -68.3% | +1,076.9% | -1,145.2% | -84.2% |
| All | -37.8% | +2,014.0% | -2,051.8% | -70.2% |
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