+727.0%
DIA vs ATI
+915.7%
-188.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.2% |
| 7D | -0.9% | +6.2% | -7.1% | -2.1% |
| 30D | +0.3% | -7.1% | +7.3% | +1.3% |
| 3M | -4.5% | -21.3% | +16.8% | -0.6% |
| 6M | +3.4% | +6.5% | -3.1% | +1.0% |
| YTD | +7.8% | +53.2% | -45.4% | -2.2% |
| 1Y | +10.7% | +82.7% | -72.0% | -3.0% |
| 3Y | +57.5% | +314.3% | -256.8% | +14.0% |
| 5Y | +53.7% | +890.9% | -837.2% | -8.6% |
| 10Y | +247.2% | +1,142.3% | -895.2% | +74.3% |
| All | +727.0% | +915.7% | -188.7% | +209.1% |
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