+142.0%
W vs ATI
+320.9%
-178.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.9% | -3.8% |
| 7D | -3.6% | +6.2% | -9.8% | -6.9% |
| 30D | +7.0% | -7.1% | +14.0% | +10.4% |
| 3M | +7.4% | -21.3% | +28.7% | +20.9% |
| 6M | +69.3% | +6.5% | +62.8% | +58.5% |
| YTD | +11.3% | +53.2% | -41.9% | -18.0% |
| 1Y | +13.2% | +82.7% | -69.5% | -25.1% |
| 3Y | +142.0% | +314.3% | -172.3% | -7.4% |
| All | +142.0% | +320.9% | -178.8% | -7.4% |
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