+3,310.4%
V vs ATI
+173.7%
+3,136.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.9% |
| 7D | +2.2% | +6.2% | -4.0% | +0.9% |
| 30D | +13.6% | -7.1% | +20.7% | +14.9% |
| 3M | +14.3% | -21.3% | +35.6% | +19.4% |
| 6M | +33.1% | +6.5% | +26.6% | +29.4% |
| YTD | +21.2% | +53.2% | -31.9% | +7.9% |
| 1Y | +26.4% | +82.7% | -56.3% | +8.2% |
| 3Y | +77.6% | +314.3% | -236.7% | +21.8% |
| 5Y | +102.6% | +890.9% | -788.3% | +10.5% |
| 10Y | +464.4% | +1,142.3% | -677.9% | +149.8% |
| All | +3,310.4% | +173.7% | +3,136.6% | +1,331.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling