-22.5%
DIS vs ATI
+959.5%
-982.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.3% |
| 7D | +1.9% | +4.2% | -2.3% | +1.1% |
| 30D | +9.2% | -2.5% | +11.7% | +9.3% |
| 3M | +13.5% | -19.4% | +32.9% | +17.8% |
| 6M | +14.3% | +11.1% | +3.2% | +10.0% |
| YTD | +5.4% | +59.5% | -54.2% | -7.0% |
| 1Y | +12.2% | +85.8% | -73.6% | -4.5% |
| 3Y | +37.2% | +311.9% | -274.7% | -8.5% |
| All | -22.5% | +959.5% | -982.1% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling