+33.9%
UL vs ATI
+328.8%
-294.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -1.0% |
| 7D | -1.7% | +4.7% | -6.4% | -1.6% |
| 30D | +4.5% | -0.2% | +4.7% | +4.6% |
| 3M | +5.5% | -18.5% | +24.0% | +5.5% |
| 6M | +17.0% | +16.4% | +0.6% | +16.5% |
| YTD | +3.2% | +63.4% | -60.2% | +2.6% |
| 1Y | -1.9% | +91.5% | -93.4% | -2.4% |
| All | +33.9% | +328.8% | -294.9% | +32.2% |
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