+5,559.9%
DE vs ATI
+1,117.2%
+4,442.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.0% |
| 7D | +10.0% | -0.1% | +10.1% | +9.9% |
| 30D | +13.3% | +2.7% | +10.6% | +11.9% |
| 3M | +17.5% | +16.3% | +1.2% | +11.4% |
| 6M | +13.6% | +30.2% | -16.6% | +3.4% |
| YTD | +49.8% | +83.6% | -33.8% | +22.8% |
| 1Y | +47.9% | +173.0% | -125.1% | +6.5% |
| 3Y | +72.5% | +356.6% | -284.1% | +0.4% |
| 5Y | +90.2% | +1,074.2% | -984.0% | -20.2% |
| 10Y | +865.4% | +1,136.2% | -270.8% | +228.1% |
| All | +5,559.9% | +1,117.2% | +4,442.8% | +1,346.9% |
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