+444.2%
V vs ATI
+1,119.3%
-675.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -1.0% |
| 7D | -0.8% | +6.0% | -6.8% | -1.9% |
| 30D | +9.5% | -3.6% | +13.2% | +9.9% |
| 3M | +16.7% | -18.9% | +35.5% | +20.4% |
| 6M | +32.9% | +16.7% | +16.2% | +27.5% |
| YTD | +21.1% | +61.1% | -40.0% | +8.3% |
| 1Y | +26.6% | +89.3% | -62.7% | +9.7% |
| 3Y | +78.4% | +333.3% | -255.0% | +26.4% |
| 5Y | +105.5% | +954.5% | -849.0% | +17.7% |
| 10Y | +444.2% | +1,067.0% | -622.7% | +191.1% |
| All | +444.2% | +1,119.3% | -675.1% | +191.1% |
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