+163.6%
W vs ATI
+516.8%
-353.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.7% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -7.6% | +2.7% | -10.3% | -8.5% |
| 3M | +37.2% | +16.3% | +20.8% | +31.1% |
| 6M | +26.3% | +30.2% | -3.9% | +16.5% |
| YTD | -1.0% | +83.6% | -84.5% | -17.1% |
| 1Y | +20.1% | +173.0% | -152.9% | -9.8% |
| 3Y | +37.8% | +356.6% | -318.9% | -9.6% |
| 5Y | -63.7% | +1,074.2% | -1,137.8% | -80.4% |
| 10Y | +156.3% | +1,136.2% | -979.9% | +23.9% |
| All | +163.6% | +516.8% | -353.2% | +24.6% |
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