-25.6%
DOW vs ATI
+330.6%
-356.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.6% | -2.2% |
| 7D | -9.4% | +6.0% | -15.4% | -10.3% |
| 30D | +8.9% | -3.6% | +12.6% | +9.3% |
| 3M | +6.7% | -18.9% | +25.6% | +10.2% |
| 6M | -14.2% | +16.7% | -30.9% | -18.5% |
| YTD | +36.9% | +61.1% | -24.2% | +15.8% |
| 1Y | +45.8% | +89.3% | -43.5% | +17.1% |
| All | -25.6% | +330.6% | -356.2% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling