+32.9%
DIS vs ATI
+1,017.6%
-984.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | -0.2% |
| 7D | +0.6% | +4.7% | -4.1% | -0.4% |
| 30D | +10.3% | -0.2% | +10.5% | +9.9% |
| 3M | +15.6% | -18.5% | +34.1% | +19.8% |
| 6M | +15.1% | +16.4% | -1.2% | +9.8% |
| YTD | +6.0% | +63.4% | -57.4% | -6.7% |
| 1Y | +5.7% | +91.5% | -85.8% | -10.2% |
| 3Y | +39.8% | +329.2% | -289.4% | -4.7% |
| 5Y | -23.9% | +966.7% | -990.6% | -58.6% |
| 10Y | +32.9% | +1,003.8% | -970.8% | -35.3% |
| All | +32.9% | +1,017.6% | -984.6% | -35.3% |
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