+209.8%
W vs ATI
+441.3%
-231.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.2% | -0.6% | +3.1% |
| 7D | +3.3% | +6.0% | -2.7% | +1.6% |
| 30D | +10.5% | -3.6% | +14.2% | +11.3% |
| 3M | +9.6% | -18.9% | +28.5% | +15.6% |
| 6M | +76.4% | +16.7% | +59.7% | +67.6% |
| YTD | +16.4% | +61.1% | -44.7% | +0.5% |
| 1Y | +9.3% | +89.3% | -80.0% | -9.6% |
| 3Y | +172.8% | +333.3% | -160.5% | +81.3% |
| 5Y | -53.4% | +954.5% | -1,007.8% | -74.1% |
| 10Y | +243.6% | +1,067.0% | -823.3% | +70.2% |
| All | +209.8% | +441.3% | -231.4% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling