+1,150.0%
URI vs ATI
+1,073.5%
+76.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +0.4% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -12.9% | +2.7% | -15.6% | -14.2% |
| 3M | -6.7% | +16.3% | -23.0% | -13.1% |
| 6M | +19.0% | +30.2% | -11.2% | +4.9% |
| YTD | +25.5% | +83.6% | -58.0% | -4.5% |
| 1Y | +5.5% | +173.0% | -167.5% | -33.0% |
| 3Y | +111.3% | +356.6% | -245.3% | +1.3% |
| 5Y | +198.6% | +1,074.2% | -875.6% | -8.4% |
| All | +1,150.0% | +1,073.5% | +76.5% | +228.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling