-35.9%
DOW vs ATI
+1,086.3%
-1,122.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -6.0% | +2.4% | -8.4% | -6.6% |
| 30D | -2.7% | -9.5% | +6.7% | -0.7% |
| 3M | -10.5% | +10.4% | -20.8% | -13.3% |
| 6M | -12.4% | +31.8% | -44.2% | -20.2% |
| YTD | +30.0% | +80.0% | -50.0% | +7.5% |
| 1Y | +27.8% | +175.8% | -148.0% | -7.1% |
| 3Y | -34.9% | +364.2% | -399.2% | -61.1% |
| 5Y | -35.9% | +1,076.9% | -1,112.7% | -69.6% |
| All | -35.9% | +1,086.3% | -1,122.2% | -69.6% |
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