+67.6%
UBER vs ATI
+673.2%
-605.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.9% |
| 7D | +1.6% | +4.2% | -2.5% | +0.4% |
| 30D | +0.6% | -2.5% | +3.1% | +0.7% |
| 3M | -8.2% | -19.4% | +11.3% | -3.3% |
| 6M | -6.7% | +11.1% | -17.8% | -11.3% |
| YTD | -14.7% | +59.5% | -74.3% | -27.9% |
| 1Y | -24.1% | +85.8% | -109.8% | -38.7% |
| 3Y | +33.4% | +311.9% | -278.5% | -19.8% |
| 5Y | +54.5% | +963.2% | -908.8% | -32.4% |
| All | +67.6% | +673.2% | -605.5% | -23.7% |
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