+21.2%
UL vs ATI
+358.3%
-337.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -3.2% | +2.4% | -5.6% | -3.2% |
| 30D | -0.6% | -9.5% | +8.9% | -0.6% |
| 3M | +9.4% | +10.4% | -0.9% | +9.3% |
| 6M | -4.1% | +31.8% | -35.9% | -4.7% |
| YTD | -2.0% | +80.0% | -82.0% | -2.7% |
| 1Y | -9.0% | +175.8% | -184.8% | -9.9% |
| All | +21.2% | +358.3% | -337.1% | +17.7% |
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 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