+40.1%
W vs ATI
+373.5%
-333.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +0.8% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -7.6% | +2.7% | -10.3% | -9.6% |
| 3M | +37.2% | +16.3% | +20.8% | +24.2% |
| 6M | +26.3% | +30.2% | -3.9% | +5.7% |
| YTD | -1.0% | +83.6% | -84.5% | -33.3% |
| 1Y | +20.1% | +173.0% | -152.9% | -36.7% |
| All | +40.1% | +373.5% | -333.4% | -48.5% |
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