+476.5%
V vs ATI
+1,002.4%
-525.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -0.4% | +13.0% | -13.3% | -2.6% |
| 30D | +6.3% | +0.2% | +6.1% | +5.9% |
| 3M | +17.2% | -17.5% | +34.6% | +20.6% |
| 6M | +29.2% | +18.1% | +11.1% | +23.7% |
| YTD | +20.8% | +65.7% | -44.9% | +7.3% |
| 1Y | +25.0% | +91.9% | -66.9% | +7.9% |
| 3Y | +75.3% | +335.2% | -260.0% | +23.8% |
| 5Y | +105.8% | +1,004.3% | -898.5% | +16.3% |
| All | +476.5% | +1,002.4% | -525.9% | +195.5% |
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