+910.6%
EWY vs ATI
+946.0%
-35.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.8% |
| 7D | +4.2% | +4.2% | +0.1% | +3.1% |
| 30D | -10.7% | -2.5% | -8.1% | -10.0% |
| 3M | -20.1% | -19.4% | -0.6% | -15.2% |
| 6M | -24.3% | +11.1% | -35.4% | -26.1% |
| YTD | +46.9% | +59.5% | -12.7% | +30.5% |
| 1Y | +55.2% | +85.8% | -30.6% | +32.2% |
| 3Y | +157.0% | +311.9% | -154.9% | +68.7% |
| 5Y | +98.9% | +963.2% | -864.4% | -3.0% |
| 10Y | +226.3% | +977.6% | -751.3% | +30.8% |
| All | +910.6% | +946.0% | -35.4% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling