+34.1%
UBER vs ATI
+317.8%
-283.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +5.2% | +1.3% | +3.9% | +4.9% |
| 30D | -2.0% | -4.8% | +2.7% | -1.4% |
| 3M | -10.2% | -19.9% | +9.7% | -6.8% |
| 6M | -7.2% | +15.4% | -22.5% | -11.4% |
| YTD | -14.3% | +59.2% | -73.5% | -24.6% |
| 1Y | -25.6% | +86.3% | -111.8% | -37.1% |
| All | +34.1% | +317.8% | -283.7% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling