-9.8%
UL vs ATI
+163.6%
-173.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.5% |
| 7D | -4.1% | -2.7% | -1.4% | -4.1% |
| 30D | -1.2% | -13.5% | +12.3% | -1.6% |
| 3M | +6.0% | +8.5% | -2.5% | +5.6% |
| 6M | -5.5% | +25.2% | -30.7% | -6.6% |
| YTD | -3.3% | +73.4% | -76.7% | -2.8% |
| 1Y | -9.8% | +160.5% | -170.3% | -5.8% |
| All | -9.8% | +163.6% | -173.4% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling