+127.0%
EW vs ATI
+1,072.6%
-945.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -2.0% | -3.3% |
| 7D | -4.4% | +3.2% | -7.6% | -4.9% |
| 30D | -3.3% | -9.0% | +5.7% | -2.0% |
| 3M | +1.0% | +15.1% | -14.1% | -1.7% |
| 6M | +6.2% | +38.1% | -31.9% | 0.0% |
| YTD | +1.7% | +80.7% | -78.9% | -8.4% |
| 1Y | +8.1% | +167.5% | -159.4% | -8.9% |
| 3Y | +17.1% | +366.0% | -348.9% | -13.2% |
| 5Y | -29.4% | +1,088.8% | -1,118.1% | -56.6% |
| All | +127.0% | +1,072.6% | -945.6% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling