+742.4%
DIA vs ATI
+955.8%
-213.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.1% |
| 7D | +0.9% | +1.3% | -0.4% | +0.6% |
| 30D | +1.1% | -4.8% | +5.9% | +1.7% |
| 3M | -2.9% | -19.9% | +17.0% | +0.8% |
| 6M | +5.9% | +15.4% | -9.5% | +2.0% |
| YTD | +9.8% | +59.2% | -49.4% | -1.2% |
| 1Y | +11.7% | +86.3% | -74.5% | -2.5% |
| 3Y | +59.5% | +318.2% | -258.7% | +15.3% |
| 5Y | +57.5% | +958.6% | -901.1% | -7.6% |
| 10Y | +235.9% | +996.8% | -760.8% | +72.8% |
| All | +742.4% | +955.8% | -213.4% | +212.5% |
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