+16.6%
DE vs ATI
+13.5%
+3.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.7% |
| 7D | +0.3% | +4.2% | -3.9% | +0.3% |
| 30D | +3.6% | -2.5% | +6.1% | +3.5% |
| 3M | +10.2% | -19.4% | +29.7% | +12.0% |
| 6M | +16.6% | +11.1% | +5.5% | +13.8% |
| All | +16.6% | +13.5% | +3.1% | +13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling