+4,681.2%
DELL vs ATI
+1,101.0%
+3,580.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.7% |
| 7D | +14.9% | -0.1% | +14.9% | +14.9% |
| 30D | +13.3% | +2.7% | +10.6% | +12.3% |
| 3M | +24.4% | +16.3% | +8.1% | +19.6% |
| 6M | +258.0% | +30.2% | +227.8% | +233.8% |
| YTD | +320.2% | +83.6% | +236.6% | +259.8% |
| 1Y | +319.1% | +173.0% | +146.1% | +224.6% |
| 3Y | +706.5% | +356.6% | +349.9% | +441.9% |
| 5Y | +1,071.9% | +1,074.2% | -2.3% | +536.1% |
| 10Y | +4,683.5% | +1,136.2% | +3,547.3% | +2,335.9% |
| All | +4,681.2% | +1,101.0% | +3,580.3% | +2,352.8% |
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 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