+381.8%
DAL vs ATI
+83.0%
+298.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.0% | +1.7% | -2.2% |
| 7D | +4.6% | -3.8% | +8.4% | +6.0% |
| 30D | +2.3% | -13.5% | +15.9% | +7.3% |
| 3M | -8.1% | -17.9% | +9.8% | -2.3% |
| 6M | +21.4% | +8.4% | +13.1% | +16.1% |
| YTD | +24.3% | +46.7% | -22.4% | +5.9% |
| 1Y | +47.4% | +74.5% | -27.1% | +17.9% |
| 3Y | +164.6% | +303.7% | -139.1% | +49.2% |
| 5Y | +100.2% | +848.9% | -748.7% | -19.4% |
| 10Y | +124.9% | +1,089.7% | -964.8% | -29.4% |
| All | +381.8% | +83.0% | +298.8% | +58.2% |
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