+56.8%
DOW vs ATI
+93.9%
-37.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +2.1% |
| 7D | +3.7% | +13.0% | -9.3% | +6.0% |
| 30D | +16.3% | +0.2% | +16.1% | +16.7% |
| 3M | +9.7% | -17.5% | +27.2% | +6.8% |
| 6M | -14.1% | +18.1% | -32.2% | -10.3% |
| YTD | +46.6% | +65.7% | -19.1% | +30.9% |
| 1Y | +56.8% | +91.9% | -35.1% | +28.9% |
| All | +56.8% | +93.9% | -37.0% | +28.9% |
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