+8.1%
EW vs ATI
+166.0%
-157.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -2.0% | -3.3% |
| 7D | -4.4% | +3.2% | -7.6% | -4.8% |
| 30D | -3.3% | -9.0% | +5.7% | -2.3% |
| 3M | +1.0% | +15.1% | -14.1% | -1.6% |
| 6M | +6.2% | +38.1% | -31.9% | -0.4% |
| YTD | +1.7% | +80.7% | -78.9% | -7.6% |
| 1Y | +8.1% | +167.5% | -159.4% | -2.6% |
| All | +8.1% | +166.0% | -157.9% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling