+554.0%
XYZ vs ATI
+1,250.6%
-696.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.5% |
| 7D | +12.1% | +6.2% | +6.0% | +10.1% |
| 30D | +12.4% | -7.1% | +19.5% | +14.2% |
| 3M | +8.2% | -21.3% | +29.5% | +14.9% |
| 6M | +20.7% | +6.5% | +14.2% | +16.2% |
| YTD | +31.3% | +53.2% | -21.9% | +12.8% |
| 1Y | +20.5% | +82.7% | -62.2% | -1.8% |
| 3Y | +72.6% | +314.3% | -241.7% | +6.7% |
| 5Y | -64.0% | +890.9% | -954.9% | -82.4% |
| 10Y | +601.8% | +1,142.3% | -540.5% | +194.9% |
| All | +554.0% | +1,250.6% | -696.6% | +144.8% |
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