+3,922.7%
DELL vs ATI
+1,155.5%
+2,767.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.7% | -1.7% | -4.4% |
| 7D | -1.9% | -2.7% | +0.8% | -1.2% |
| 30D | +14.9% | -13.5% | +28.4% | +19.4% |
| 3M | +37.2% | +8.5% | +28.7% | +34.3% |
| 6M | +254.0% | +25.2% | +228.8% | +233.7% |
| YTD | +306.1% | +73.4% | +232.7% | +252.8% |
| 1Y | +312.3% | +160.5% | +151.8% | +223.2% |
| 3Y | +654.0% | +347.3% | +306.7% | +409.9% |
| 5Y | +1,055.3% | +1,049.0% | +6.4% | +531.8% |
| All | +3,922.7% | +1,155.5% | +2,767.2% | +1,998.8% |
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 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