+162.2%
W vs ATI
+1,068.2%
-906.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +5.9% | +2.4% | +3.5% | +5.1% |
| 30D | -3.0% | -9.5% | +6.4% | +0.2% |
| 3M | +40.3% | +10.4% | +30.0% | +35.1% |
| 6M | +32.2% | +31.8% | +0.4% | +19.4% |
| YTD | -0.3% | +80.0% | -80.3% | -19.1% |
| 1Y | +16.2% | +175.8% | -159.7% | -18.2% |
| 3Y | +40.7% | +364.2% | -323.5% | -16.3% |
| 5Y | -62.3% | +1,076.9% | -1,139.2% | -82.3% |
| 10Y | +162.2% | +1,178.1% | -1,015.9% | +6.0% |
| All | +162.2% | +1,068.2% | -906.0% | +6.0% |
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