+196.2%
W vs ATI
+414.7%
-218.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.9% | -2.7% |
| 7D | -3.6% | +6.2% | -9.8% | -5.3% |
| 30D | +7.0% | -7.1% | +14.0% | +8.8% |
| 3M | +7.4% | -21.3% | +28.7% | +14.1% |
| 6M | +69.3% | +6.5% | +62.8% | +64.9% |
| YTD | +11.3% | +53.2% | -41.9% | -2.5% |
| 1Y | +13.2% | +82.7% | -69.5% | -5.5% |
| 3Y | +142.0% | +314.3% | -172.3% | +62.9% |
| 5Y | -54.6% | +890.9% | -945.5% | -74.4% |
| 10Y | +243.7% | +1,142.3% | -898.6% | +70.5% |
| All | +196.2% | +414.7% | -218.5% | +46.4% |
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 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