+81.2%
EWZ vs ATI
+1,073.5%
-992.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.5% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +4.8% | +2.7% | +2.1% | +3.8% |
| 3M | +9.9% | +16.3% | -6.4% | +4.9% |
| 6M | +1.9% | +30.2% | -28.2% | -5.9% |
| YTD | +20.3% | +83.6% | -63.3% | +1.5% |
| 1Y | +35.6% | +173.0% | -137.4% | +2.6% |
| 3Y | +43.4% | +356.6% | -313.2% | -10.2% |
| 5Y | +55.9% | +1,074.2% | -1,018.2% | -28.4% |
| All | +81.2% | +1,073.5% | -992.3% | -26.6% |
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 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