-39.0%
U vs ATI
+2,056.1%
-2,095.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.9% |
| 7D | -3.8% | -0.1% | -3.8% | -3.8% |
| 30D | +17.5% | +2.7% | +14.8% | +16.5% |
| 3M | +38.7% | +16.3% | +22.4% | +31.8% |
| 6M | +104.4% | +30.2% | +74.2% | +86.0% |
| YTD | -5.7% | +83.6% | -89.2% | -23.6% |
| 1Y | +3.7% | +173.0% | -169.3% | -26.6% |
| 3Y | +12.3% | +356.6% | -344.3% | -34.8% |
| 5Y | -68.8% | +1,074.2% | -1,143.0% | -84.6% |
| All | -39.0% | +2,056.1% | -2,095.1% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling