+31.5%
UL vs ATI
+974.7%
-943.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -1.1% |
| 7D | -1.7% | +4.7% | -6.4% | -1.9% |
| 30D | +4.5% | -0.2% | +4.7% | +4.5% |
| 3M | +5.5% | -18.5% | +24.0% | +6.3% |
| 6M | +17.0% | +16.4% | +0.6% | +15.4% |
| YTD | +3.2% | +63.4% | -60.2% | -0.3% |
| 1Y | -1.9% | +91.5% | -93.4% | -6.1% |
| 3Y | +33.6% | +329.2% | -295.7% | +17.9% |
| 5Y | +31.5% | +966.7% | -935.2% | +6.6% |
| All | +31.5% | +974.7% | -943.2% | +6.6% |
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