+760.1%
DIA vs ATI
+1,117.2%
-357.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.1% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -1.5% | +2.7% | -4.2% | -2.2% |
| 3M | +3.8% | +16.3% | -12.6% | +0.3% |
| 6M | +10.3% | +30.2% | -19.9% | +3.9% |
| YTD | +12.1% | +83.6% | -71.5% | -1.3% |
| 1Y | +18.6% | +173.0% | -154.4% | -3.7% |
| 3Y | +60.6% | +356.6% | -296.0% | +14.4% |
| 5Y | +64.4% | +1,074.2% | -1,009.8% | -5.3% |
| 10Y | +250.1% | +1,136.2% | -886.1% | +75.5% |
| All | +760.1% | +1,117.2% | -357.0% | +212.0% |
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