+98.2%
DE vs ATI
+1,086.3%
-988.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -3.0% | +2.4% | -5.4% | -3.6% |
| 30D | +11.1% | -9.5% | +20.6% | +13.7% |
| 3M | +17.6% | +10.4% | +7.2% | +14.0% |
| 6M | +13.6% | +31.8% | -18.2% | +4.8% |
| YTD | +46.3% | +80.0% | -33.7% | +24.9% |
| 1Y | +44.2% | +175.8% | -131.7% | +9.8% |
| 3Y | +76.6% | +364.2% | -287.7% | +8.4% |
| 5Y | +98.2% | +1,076.9% | -978.6% | -12.1% |
| All | +98.2% | +1,086.3% | -988.1% | -12.1% |
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