+78.0%
V vs ATI
+318.7%
-240.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.6% |
| 7D | +0.9% | +4.2% | -3.2% | +0.6% |
| 30D | +9.0% | -2.5% | +11.5% | +9.0% |
| 3M | +16.7% | -19.4% | +36.1% | +18.4% |
| 6M | +33.4% | +11.1% | +22.3% | +31.0% |
| YTD | +22.4% | +59.5% | -37.2% | +14.2% |
| 1Y | +27.7% | +85.8% | -58.1% | +16.8% |
| 3Y | +78.0% | +311.9% | -233.9% | +46.8% |
| All | +78.0% | +318.7% | -240.7% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling