+77.2%
DE vs ATI
+360.0%
-282.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -1.6% |
| 7D | +0.7% | +3.2% | -2.5% | +0.2% |
| 30D | +9.6% | -9.0% | +18.7% | +11.3% |
| 3M | +19.0% | +15.1% | +3.9% | +15.6% |
| 6M | +16.1% | +38.1% | -22.1% | +8.9% |
| YTD | +47.0% | +80.7% | -33.6% | +32.5% |
| 1Y | +43.1% | +167.5% | -124.4% | +20.9% |
| All | +77.2% | +360.0% | -282.8% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling