-63.1%
W vs ATI
+1,074.8%
-1,138.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +0.9% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -7.6% | +2.7% | -10.3% | -9.5% |
| 3M | +37.2% | +16.3% | +20.8% | +25.0% |
| 6M | +26.3% | +30.2% | -3.9% | +6.9% |
| YTD | -1.0% | +83.6% | -84.5% | -31.3% |
| 1Y | +20.1% | +173.0% | -152.9% | -33.4% |
| 3Y | +37.8% | +356.6% | -318.9% | -44.9% |
| All | -63.1% | +1,074.8% | -1,138.0% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling