+49.2%
EWJ vs ATI
+1,021.8%
-972.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.1% |
| 7D | -1.5% | -2.7% | +1.2% | -1.0% |
| 30D | +0.2% | -13.5% | +13.7% | +2.8% |
| 3M | +8.6% | +8.5% | +0.1% | +6.7% |
| 6M | +12.1% | +25.2% | -13.0% | +7.0% |
| YTD | +20.1% | +73.4% | -53.3% | +8.6% |
| 1Y | +25.2% | +160.5% | -135.3% | +5.5% |
| 3Y | +70.8% | +347.3% | -276.5% | +28.0% |
| 5Y | +49.2% | +1,049.0% | -999.8% | -3.7% |
| All | +49.2% | +1,021.8% | -972.6% | -3.7% |
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