+57.8%
EWZ vs ATI
+871.8%
-813.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -0.1% |
| 7D | -1.5% | +6.2% | -7.6% | -2.6% |
| 30D | -24.5% | -7.1% | -17.4% | -23.8% |
| 3M | -10.7% | -21.3% | +10.6% | -7.0% |
| 6M | -19.1% | +6.5% | -25.6% | -21.2% |
| YTD | +1.6% | +53.2% | -51.6% | -8.0% |
| 1Y | +4.3% | +82.7% | -78.4% | -8.8% |
| 3Y | +19.0% | +314.3% | -295.3% | -16.2% |
| All | +57.8% | +871.8% | -813.9% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling