+209.5%
URI vs ATI
+994.1%
-784.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.5% |
| 7D | +9.3% | +13.0% | -3.6% | +4.4% |
| 30D | +7.6% | +0.2% | +7.4% | +6.9% |
| 3M | +1.0% | -17.5% | +18.5% | +7.9% |
| 6M | +19.8% | +18.1% | +1.7% | +10.4% |
| YTD | +41.9% | +65.7% | -23.8% | +13.3% |
| 1Y | +33.4% | +91.9% | -58.5% | +0.5% |
| 3Y | +156.0% | +335.2% | -179.2% | +26.6% |
| 5Y | +209.5% | +1,004.3% | -794.8% | +9.5% |
| All | +209.5% | +994.1% | -784.6% | +9.5% |
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