+2,662.4%
DELL vs ATI
+961.4%
+1,701.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.7% | -3.5% | -6.2% |
| 7D | +4.9% | +4.2% | +0.7% | +3.9% |
| 30D | -32.1% | -2.5% | -29.5% | -31.5% |
| 3M | -30.2% | -19.4% | -10.8% | -26.0% |
| 6M | +41.7% | +11.1% | +30.6% | +38.4% |
| YTD | +176.6% | +59.5% | +117.0% | +145.1% |
| 1Y | +159.9% | +85.8% | +74.2% | +121.6% |
| 3Y | +388.0% | +311.9% | +76.1% | +235.1% |
| 5Y | +578.2% | +963.2% | -385.0% | +274.0% |
| All | +2,662.4% | +961.4% | +1,701.0% | +1,348.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling