+569.8%
DELL vs ATI
+959.5%
-389.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.7% | -3.5% | -5.7% |
| 7D | +4.9% | +4.2% | +0.7% | +3.4% |
| 30D | -32.1% | -2.5% | -29.5% | -31.3% |
| 3M | -30.2% | -19.4% | -10.8% | -24.1% |
| 6M | +41.7% | +11.1% | +30.6% | +36.6% |
| YTD | +176.6% | +59.5% | +117.0% | +131.7% |
| 1Y | +159.9% | +85.8% | +74.2% | +105.9% |
| 3Y | +388.0% | +311.9% | +76.1% | +178.7% |
| All | +569.8% | +959.5% | -389.7% | +184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling