+157.0%
EWY vs ATI
+318.7%
-161.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.4% |
| 7D | +4.2% | +4.2% | +0.1% | +2.7% |
| 30D | -10.7% | -2.5% | -8.1% | -9.9% |
| 3M | -20.1% | -19.4% | -0.6% | -14.0% |
| 6M | -24.3% | +11.1% | -35.4% | -26.2% |
| YTD | +46.9% | +59.5% | -12.7% | +33.3% |
| 1Y | +55.2% | +85.8% | -30.6% | +37.1% |
| 3Y | +157.0% | +311.9% | -154.9% | +91.1% |
| All | +157.0% | +318.7% | -161.7% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling