+1,098.9%
ATI vs DECK
+25.5%
+1,073.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.6% |
| 7D | -0.1% | -2.2% | +2.2% | +0.5% |
| 30D | +2.7% | -13.6% | +16.3% | +6.4% |
| 3M | +16.3% | -21.2% | +37.6% | +22.9% |
| 6M | +30.2% | -21.1% | +51.3% | +37.4% |
| YTD | +83.6% | -17.2% | +100.8% | +89.9% |
| 1Y | +173.0% | -30.7% | +203.8% | +194.4% |
| 3Y | +356.6% | -3.4% | +360.0% | +331.1% |
| All | +1,098.9% | +25.5% | +1,073.4% | +913.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 5y: compounded portfolio wealth divided by compounded DECK 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…
5y analysis · Full analysis span regression · 6 months rolling