+142.7%
EWY vs ATI
+1,021.8%
-879.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.5% | -3.1% |
| 7D | +1.2% | -2.7% | +3.9% | +2.1% |
| 30D | +9.3% | -13.5% | +22.8% | +14.0% |
| 3M | +2.4% | +8.5% | -6.1% | +0.3% |
| 6M | +40.3% | +25.2% | +15.1% | +32.6% |
| YTD | +88.0% | +73.4% | +14.6% | +66.3% |
| 1Y | +143.8% | +160.5% | -16.7% | +97.6% |
| 3Y | +217.8% | +347.3% | -129.5% | +120.2% |
| 5Y | +142.7% | +1,049.0% | -906.2% | +39.4% |
| All | +142.7% | +1,021.8% | -879.0% | +39.4% |
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