+18.2%
EWJ vs ATI
+86.4%
-68.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -1.2% | +8.3% | -9.5% | -3.4% |
| 30D | -5.5% | -7.3% | +1.8% | -3.7% |
| 3M | -0.8% | -10.5% | +9.7% | +1.7% |
| 6M | +7.1% | +16.4% | -9.3% | -0.4% |
| YTD | +16.9% | +56.1% | -39.2% | -1.1% |
| 1Y | +18.2% | +86.5% | -68.3% | -7.0% |
| All | +18.2% | +86.4% | -68.2% | -7.0% |
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 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