+235.7%
DIA vs ATI
+961.4%
-725.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.8% |
| 7D | +2.1% | +4.2% | -2.0% | +1.3% |
| 30D | +1.5% | -2.5% | +4.0% | +1.6% |
| 3M | -2.4% | -19.4% | +17.0% | +1.1% |
| 6M | +6.0% | +11.1% | -5.1% | +2.8% |
| YTD | +10.1% | +59.5% | -49.5% | -1.0% |
| 1Y | +11.8% | +85.8% | -74.0% | -2.4% |
| 3Y | +59.7% | +311.9% | -252.2% | +15.4% |
| 5Y | +57.9% | +963.2% | -905.4% | -8.1% |
| All | +235.7% | +961.4% | -725.7% | +79.9% |
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 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