+0.4%
DOW vs ATI
+632.8%
-632.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | +3.7% | +13.0% | -9.3% | -0.4% |
| 30D | +16.3% | +0.2% | +16.1% | +15.1% |
| 3M | +9.7% | -17.5% | +27.2% | +15.1% |
| 6M | -14.1% | +18.1% | -32.2% | -21.2% |
| YTD | +46.6% | +65.7% | -19.1% | +16.3% |
| 1Y | +56.8% | +91.9% | -35.1% | +17.8% |
| 3Y | -20.4% | +335.2% | -355.6% | -58.2% |
| 5Y | -27.4% | +1,004.3% | -1,031.7% | -74.9% |
| All | +0.4% | +632.8% | -632.4% | -65.5% |
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 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