+731.1%
UL vs ATI
+1,117.2%
-386.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -0.4% |
| 7D | -1.3% | -0.1% | -1.3% | -1.3% |
| 30D | +0.5% | +2.7% | -2.2% | 0.0% |
| 3M | +17.6% | +16.3% | +1.3% | +15.1% |
| 6M | -5.4% | +30.2% | -35.5% | -8.9% |
| YTD | +0.7% | +83.6% | -82.9% | -6.9% |
| 1Y | -9.3% | +173.0% | -182.3% | -20.2% |
| 3Y | +24.5% | +356.6% | -332.1% | +0.6% |
| 5Y | +23.2% | +1,074.2% | -1,051.0% | -13.1% |
| 10Y | +64.5% | +1,136.2% | -1,071.7% | +3.9% |
| All | +731.1% | +1,117.2% | -386.0% | +321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling