+143.8%
EWY vs ATI
+163.6%
-19.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.5% | -1.8% |
| 7D | +1.2% | -2.7% | +3.9% | +3.1% |
| 30D | +9.3% | -13.5% | +22.8% | +20.0% |
| 3M | +2.4% | +8.5% | -6.1% | -3.1% |
| 6M | +40.3% | +25.2% | +15.1% | +21.3% |
| YTD | +88.0% | +73.4% | +14.6% | +54.6% |
| 1Y | +143.8% | +160.5% | -16.7% | +97.9% |
| All | +143.8% | +163.6% | -19.8% | +97.9% |
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