+67.0%
EWZ vs ATI
+1,017.6%
-950.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.2% |
| 7D | +0.6% | +4.7% | -4.1% | -0.7% |
| 30D | -25.5% | -0.2% | -25.3% | -26.0% |
| 3M | -4.5% | -18.5% | +14.0% | -0.4% |
| 6M | -15.3% | +16.4% | -31.7% | -20.1% |
| YTD | +3.1% | +63.4% | -60.3% | -11.5% |
| 1Y | +1.2% | +91.5% | -90.3% | -16.7% |
| 3Y | +19.3% | +329.2% | -310.0% | -25.5% |
| 5Y | +52.3% | +966.7% | -914.5% | -30.0% |
| 10Y | +67.0% | +1,003.8% | -936.8% | -33.7% |
| All | +67.0% | +1,017.6% | -950.6% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling