-6.5%
U vs ATI
+166.4%
-172.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.4% | +2.4% | +2.0% | +3.9% |
| 30D | -1.3% | -9.5% | +8.2% | +0.3% |
| 3M | +49.6% | +10.4% | +39.2% | +47.2% |
| 6M | +100.2% | +31.8% | +68.4% | +91.7% |
| YTD | -3.7% | +80.0% | -83.7% | -15.1% |
| 1Y | -6.5% | +175.8% | -182.3% | -23.4% |
| All | -6.5% | +166.4% | -172.9% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling