+837.2%
DUK vs ATI
+1,097.9%
-260.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | +0.7% | +3.2% | -2.5% | +0.4% |
| 30D | -2.0% | -9.0% | +7.0% | -1.1% |
| 3M | +0.2% | +15.1% | -14.9% | -1.5% |
| 6M | -6.9% | +38.1% | -45.0% | -10.5% |
| YTD | +6.1% | +80.7% | -74.5% | -0.9% |
| 1Y | +4.4% | +167.5% | -163.1% | -6.7% |
| 3Y | +49.1% | +366.0% | -316.9% | +22.5% |
| 5Y | +39.6% | +1,088.8% | -1,049.2% | +1.3% |
| 10Y | +125.1% | +1,055.0% | -929.8% | +49.3% |
| All | +837.2% | +1,097.9% | -260.7% | +356.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling