+179.2%
URI vs ATI
+871.8%
-692.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | -0.5% |
| 7D | -9.8% | +6.2% | -15.9% | -11.8% |
| 30D | +1.7% | -7.1% | +8.8% | +4.0% |
| 3M | -9.1% | -21.3% | +12.3% | -1.2% |
| 6M | +9.9% | +6.5% | +3.4% | +5.2% |
| YTD | +31.2% | +53.2% | -22.0% | +7.9% |
| 1Y | +25.9% | +82.7% | -56.8% | -3.4% |
| 3Y | +147.4% | +314.3% | -166.9% | +24.1% |
| All | +179.2% | +871.8% | -692.6% | +4.5% |
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