+92.7%
USB vs ATI
+1,057.0%
-964.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -0.3% |
| 7D | -1.5% | -3.8% | +2.3% | -0.4% |
| 30D | +4.3% | -13.5% | +17.8% | +8.3% |
| 3M | -6.1% | -17.9% | +11.9% | -1.4% |
| 6M | +9.4% | +8.4% | +1.0% | +4.5% |
| YTD | +15.2% | +46.7% | -31.5% | -0.7% |
| 1Y | +32.8% | +74.5% | -41.7% | +8.4% |
| 3Y | +91.3% | +303.7% | -212.4% | +13.5% |
| 5Y | +22.7% | +848.9% | -826.3% | -46.2% |
| All | +92.7% | +1,057.0% | -964.3% | -30.5% |
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 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