+101.9%
DE vs ATI
+994.1%
-892.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | +2.3% | +13.0% | -10.6% | -0.5% |
| 30D | +4.4% | +0.2% | +4.2% | +3.9% |
| 3M | +9.8% | -17.5% | +27.3% | +14.0% |
| 6M | +15.8% | +18.1% | -2.3% | +9.3% |
| YTD | +47.0% | +65.7% | -18.7% | +27.2% |
| 1Y | +42.8% | +91.9% | -49.1% | +19.1% |
| 3Y | +88.9% | +335.2% | -246.3% | +16.9% |
| 5Y | +101.9% | +1,004.3% | -902.4% | -10.5% |
| All | +101.9% | +994.1% | -892.2% | -10.5% |
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