+5,409.9%
DE vs ATI
+957.9%
+4,452.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.3% |
| 7D | +0.3% | +4.2% | -3.9% | -1.0% |
| 30D | +3.6% | -2.5% | +6.1% | +3.6% |
| 3M | +10.2% | -19.4% | +29.7% | +16.1% |
| 6M | +16.6% | +11.1% | +5.5% | +10.6% |
| YTD | +45.8% | +59.5% | -13.7% | +23.4% |
| 1Y | +43.9% | +85.8% | -41.9% | +16.0% |
| 3Y | +89.6% | +311.9% | -222.3% | +12.9% |
| 5Y | +100.3% | +963.2% | -862.9% | -14.0% |
| 10Y | +760.8% | +977.6% | -216.8% | +206.1% |
| All | +5,409.9% | +957.9% | +4,452.0% | +1,354.0% |
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