+32.6%
XYZ vs ATI
+87.1%
-54.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +2.9% |
| 7D | +14.9% | +6.0% | +8.9% | +14.0% |
| 30D | +14.7% | -3.6% | +18.3% | +15.0% |
| 3M | +12.1% | -18.9% | +31.0% | +14.5% |
| 6M | +18.3% | +16.7% | +1.6% | +12.2% |
| YTD | +36.1% | +61.1% | -25.0% | +16.6% |
| All | +32.6% | +87.1% | -54.5% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling