+40.9%
DUK vs ATI
+1,029.4%
-988.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | -0.7% | -5.6% | +5.0% | -0.5% |
| 30D | -2.4% | -13.7% | +11.3% | -2.1% |
| 3M | -3.0% | -0.4% | -2.6% | -3.0% |
| 6M | -6.6% | +26.2% | -32.8% | -7.3% |
| YTD | +4.6% | +73.2% | -68.7% | +2.7% |
| 1Y | +1.2% | +161.6% | -160.4% | -2.1% |
| 3Y | +45.7% | +346.2% | -300.5% | +33.8% |
| All | +40.9% | +1,029.4% | -988.4% | +19.8% |
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