+1,236.8%
EWY vs ATI
+1,103.5%
+133.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +3.8% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +11.7% | +2.7% | +9.0% | +10.6% |
| 3M | -7.4% | +16.3% | -23.7% | -10.9% |
| 6M | +40.6% | +30.2% | +10.4% | +31.6% |
| YTD | +94.3% | +83.6% | +10.7% | +66.1% |
| 1Y | +164.3% | +173.0% | -8.7% | +102.0% |
| 3Y | +221.0% | +356.6% | -135.7% | +104.4% |
| 5Y | +139.1% | +1,074.2% | -935.1% | +13.0% |
| 10Y | +298.8% | +1,136.2% | -837.4% | +52.2% |
| All | +1,236.8% | +1,103.5% | +133.3% | +245.8% |
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