+203.4%
URI vs ATI
+1,074.8%
-871.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +0.5% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -12.9% | +2.7% | -15.6% | -14.1% |
| 3M | -6.7% | +16.3% | -23.0% | -12.7% |
| 6M | +19.0% | +30.2% | -11.2% | +5.9% |
| YTD | +25.5% | +83.6% | -58.0% | -2.8% |
| 1Y | +5.5% | +173.0% | -167.5% | -31.0% |
| 3Y | +111.3% | +356.6% | -245.3% | +4.2% |
| All | +203.4% | +1,074.8% | -871.4% | +4.3% |
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 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