+118.4%
DAL vs ATI
+974.7%
-856.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -2.0% |
| 7D | +2.3% | +4.7% | -2.4% | +0.5% |
| 30D | +14.3% | -0.2% | +14.6% | +13.7% |
| 3M | +1.3% | -18.5% | +19.8% | +8.9% |
| 6M | +29.3% | +16.4% | +12.9% | +19.2% |
| YTD | +33.0% | +63.4% | -30.4% | +6.0% |
| 1Y | +59.8% | +91.5% | -31.7% | +19.3% |
| 3Y | +177.2% | +329.2% | -152.0% | +37.7% |
| 5Y | +118.4% | +966.7% | -848.4% | -30.5% |
| All | +118.4% | +974.7% | -856.3% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling