+141.9%
EWJ vs ATI
+1,154.1%
-1,012.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.3% | -5.6% | +5.9% | +1.2% |
| 30D | +0.8% | -13.7% | +14.5% | +3.1% |
| 3M | +7.5% | -0.4% | +7.9% | +7.4% |
| 6M | +15.6% | +26.2% | -10.6% | +11.1% |
| YTD | +22.7% | +73.2% | -50.5% | +12.5% |
| 1Y | +26.4% | +161.6% | -135.2% | +8.8% |
| 3Y | +72.5% | +346.2% | -273.6% | +34.3% |
| 5Y | +52.4% | +1,047.6% | -995.2% | +1.8% |
| All | +141.9% | +1,154.1% | -1,012.2% | +53.1% |
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