+34.2%
DIS vs ATI
+1,108.2%
-1,074.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.3% |
| 7D | +5.2% | +6.2% | -0.9% | +3.8% |
| 30D | +11.5% | -7.1% | +18.5% | +12.7% |
| 3M | +11.5% | -21.3% | +32.9% | +16.4% |
| 6M | +8.9% | +6.5% | +2.4% | +5.8% |
| YTD | +3.4% | +53.2% | -49.8% | -7.7% |
| 1Y | +7.2% | +82.7% | -75.5% | -8.0% |
| 3Y | +43.3% | +314.3% | -271.0% | -1.6% |
| 5Y | -31.4% | +890.9% | -922.4% | -62.1% |
| All | +34.2% | +1,108.2% | -1,074.0% | -33.3% |
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