+20.6%
UL vs ATI
+1,086.3%
-1,065.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -3.2% | +2.4% | -5.6% | -3.3% |
| 30D | -0.6% | -9.5% | +8.9% | -0.2% |
| 3M | +9.4% | +10.4% | -0.9% | +8.6% |
| 6M | -4.1% | +31.8% | -35.9% | -6.0% |
| YTD | -2.0% | +80.0% | -82.0% | -5.6% |
| 1Y | -9.0% | +175.8% | -184.8% | -14.7% |
| 3Y | +21.8% | +364.2% | -342.4% | +7.4% |
| 5Y | +20.6% | +1,076.9% | -1,056.3% | -3.6% |
| All | +20.6% | +1,086.3% | -1,065.7% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling