+72.6%
XYZ vs ATI
+320.9%
-248.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.5% |
| 7D | +12.1% | +6.2% | +6.0% | +10.2% |
| 30D | +12.4% | -7.1% | +19.5% | +14.2% |
| 3M | +8.2% | -21.3% | +29.5% | +15.1% |
| 6M | +20.7% | +6.5% | +14.2% | +15.3% |
| YTD | +31.3% | +53.2% | -21.9% | +9.6% |
| 1Y | +20.5% | +82.7% | -62.2% | -5.7% |
| 3Y | +72.6% | +314.3% | -241.7% | -5.7% |
| All | +72.6% | +320.9% | -248.2% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling