+533.2%
XYZ vs ATI
+1,518.4%
-985.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.6% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -1.7% | +2.7% | -4.4% | -2.9% |
| 3M | +16.7% | +16.3% | +0.4% | +10.7% |
| 6M | +26.9% | +30.2% | -3.3% | +15.5% |
| YTD | +27.1% | +83.6% | -56.4% | +4.4% |
| 1Y | +9.3% | +173.0% | -163.7% | -20.7% |
| 3Y | +42.3% | +356.6% | -314.4% | -13.9% |
| 5Y | -69.3% | +1,074.2% | -1,143.5% | -85.7% |
| 10Y | +586.8% | +1,136.2% | -549.4% | +182.9% |
| All | +533.2% | +1,518.4% | -985.2% | +126.5% |
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