+18.7%
EWZ vs ATI
+318.7%
-300.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +1.9% |
| 7D | +0.8% | +4.2% | -3.4% | +0.2% |
| 30D | -24.4% | -2.5% | -21.8% | -24.2% |
| 3M | -4.6% | -19.4% | +14.8% | -1.6% |
| 6M | -11.6% | +11.1% | -22.6% | -13.8% |
| YTD | +2.4% | +59.5% | -57.2% | -5.3% |
| 1Y | +2.1% | +85.8% | -83.7% | -7.5% |
| 3Y | +18.7% | +311.9% | -293.2% | -4.0% |
| All | +18.7% | +318.7% | -300.0% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling