-68.8%
U vs ATI
+1,121.2%
-1,190.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -2.1% |
| 7D | -3.8% | -0.1% | -3.8% | -3.8% |
| 30D | +17.5% | +2.7% | +14.8% | +16.3% |
| 3M | +38.7% | +16.3% | +22.4% | +30.1% |
| 6M | +104.4% | +30.2% | +74.2% | +81.4% |
| YTD | -5.7% | +83.6% | -89.2% | -27.8% |
| 1Y | +3.7% | +173.0% | -169.3% | -33.5% |
| 3Y | +12.3% | +356.6% | -344.3% | -45.6% |
| All | -68.8% | +1,121.2% | -1,190.0% | -88.3% |
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