-14.6%
EW vs ATI
+871.8%
-886.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +0.7% |
| 7D | +11.0% | +6.2% | +4.8% | +10.0% |
| 30D | +19.1% | -7.1% | +26.2% | +20.0% |
| 3M | +14.4% | -21.3% | +35.7% | +17.7% |
| 6M | +22.8% | +6.5% | +16.3% | +20.5% |
| YTD | +19.8% | +53.2% | -33.4% | +11.2% |
| 1Y | +23.9% | +82.7% | -58.8% | +12.1% |
| 3Y | +52.2% | +314.3% | -262.1% | +15.7% |
| All | -14.6% | +871.8% | -886.3% | -48.6% |
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 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