+5.3%
DIS vs ATI
+86.5%
-81.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +4.4% | +1.3% | +3.1% | +4.3% |
| 30D | +10.3% | -4.8% | +15.1% | +10.6% |
| 3M | +15.5% | -19.9% | +35.5% | +18.0% |
| 6M | +11.2% | +15.4% | -4.2% | +6.2% |
| YTD | +5.6% | +59.2% | -53.6% | -6.0% |
| All | +5.3% | +86.5% | -81.2% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling