-10.2%
DOW vs ATI
+666.9%
-677.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +2.0% |
| 7D | -2.4% | -2.7% | +0.3% | -1.6% |
| 30D | -4.1% | -13.5% | +9.4% | +0.2% |
| 3M | -12.4% | +8.5% | -21.0% | -16.0% |
| 6M | -10.6% | +25.2% | -35.8% | -20.1% |
| YTD | +31.1% | +73.4% | -42.3% | +3.7% |
| 1Y | +30.5% | +160.5% | -130.0% | -11.3% |
| 3Y | -34.4% | +347.3% | -381.7% | -65.5% |
| 5Y | -35.5% | +1,049.0% | -1,084.5% | -77.9% |
| All | -10.2% | +666.9% | -677.1% | -69.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling