-68.4%
U vs ATI
+871.8%
-940.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.4% | +1.1% | +3.8% |
| 7D | +36.6% | +6.2% | +30.4% | +33.0% |
| 30D | +13.3% | -7.1% | +20.4% | +15.8% |
| 3M | +26.2% | -21.3% | +47.5% | +36.9% |
| 6M | +88.7% | +6.5% | +82.3% | +80.3% |
| YTD | +16.6% | +53.2% | -36.6% | -6.3% |
| 1Y | +29.0% | +82.7% | -53.8% | -4.1% |
| 3Y | +99.5% | +314.3% | -214.8% | -4.5% |
| All | -68.4% | +871.8% | -940.2% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling