+171.0%
W vs ATI
+318.7%
-147.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +2.4% |
| 7D | +0.2% | +4.2% | -4.0% | -2.1% |
| 30D | +6.8% | -2.5% | +9.3% | +7.4% |
| 3M | +10.7% | -19.4% | +30.1% | +23.0% |
| 6M | +86.3% | +11.1% | +75.3% | +70.7% |
| YTD | +11.5% | +59.5% | -48.1% | -19.7% |
| 1Y | +5.1% | +85.8% | -80.7% | -31.0% |
| 3Y | +171.0% | +311.9% | -140.9% | +3.3% |
| All | +171.0% | +318.7% | -147.7% | +3.3% |
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