-30.7%
DOW vs ATI
+964.2%
-994.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.6% | -2.4% |
| 7D | -9.4% | +6.0% | -15.4% | -10.6% |
| 30D | +8.9% | -3.6% | +12.6% | +9.2% |
| 3M | +6.7% | -18.9% | +25.6% | +10.9% |
| 6M | -14.2% | +16.7% | -30.9% | -19.1% |
| YTD | +36.9% | +61.1% | -24.2% | +15.3% |
| 1Y | +45.8% | +89.3% | -43.5% | +16.8% |
| 3Y | -23.9% | +333.3% | -357.2% | -54.2% |
| All | -30.7% | +964.2% | -994.9% | -67.3% |
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 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