+57.1%
DIA vs ATI
+958.1%
-901.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +1.3% |
| 7D | +0.8% | +6.0% | -5.2% | -0.3% |
| 30D | +1.4% | -3.6% | +5.1% | +1.8% |
| 3M | -2.7% | -18.9% | +16.2% | +0.4% |
| 6M | +6.2% | +16.7% | -10.5% | +2.3% |
| YTD | +10.1% | +61.1% | -51.0% | -0.3% |
| 1Y | +13.0% | +89.3% | -76.3% | -0.7% |
| 3Y | +61.9% | +333.3% | -271.4% | +17.9% |
| 5Y | +57.1% | +954.5% | -897.4% | -2.4% |
| All | +57.1% | +958.1% | -901.0% | -2.4% |
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