+379.1%
V vs ATI
+1,154.1%
-774.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.2% | -5.6% | +4.4% | -0.2% |
| 30D | +3.1% | -13.7% | +16.8% | +5.7% |
| 3M | +16.3% | -0.4% | +16.7% | +15.8% |
| 6M | +20.4% | +26.2% | -5.9% | +13.9% |
| YTD | +6.3% | +73.2% | -66.9% | -5.7% |
| 1Y | +8.7% | +161.6% | -152.9% | -11.2% |
| 3Y | +53.3% | +346.2% | -292.9% | +8.8% |
| 5Y | +71.1% | +1,047.6% | -976.6% | -2.7% |
| All | +379.1% | +1,154.1% | -774.9% | +146.2% |
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