+580.0%
XYZ vs ATI
+1,051.1%
-471.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.7% |
| 7D | +2.9% | +3.2% | -0.3% | +1.8% |
| 30D | +1.4% | -9.0% | +10.4% | +4.3% |
| 3M | +14.6% | +15.1% | -0.5% | +8.4% |
| 6M | +20.8% | +38.1% | -17.4% | +7.0% |
| YTD | +23.1% | +80.7% | -57.6% | -0.4% |
| 1Y | +5.6% | +167.5% | -161.9% | -25.2% |
| 3Y | +50.9% | +366.0% | -315.1% | -13.8% |
| 5Y | -68.6% | +1,088.8% | -1,157.3% | -86.5% |
| 10Y | +580.0% | +1,055.0% | -475.0% | +171.7% |
| All | +580.0% | +1,051.1% | -471.2% | +171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling