+29.8%
USB vs ATI
+77.9%
-48.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.1% |
| 7D | 0.0% | +6.2% | -6.2% | -0.8% |
| 30D | +5.8% | -7.1% | +12.9% | +6.6% |
| 3M | -6.0% | -21.3% | +15.4% | -2.9% |
| 6M | +7.8% | +6.5% | +1.3% | +4.8% |
| YTD | +14.6% | +53.2% | -38.6% | -0.1% |
| All | +29.8% | +77.9% | -48.2% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling