+52.1%
EWZ vs ATI
+1,000.5%
-948.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.3% |
| 7D | +0.1% | +13.0% | -12.9% | -2.1% |
| 30D | -25.9% | +0.2% | -26.1% | -26.1% |
| 3M | -6.1% | -17.5% | +11.3% | -3.1% |
| 6M | -16.1% | +18.1% | -34.2% | -19.9% |
| YTD | +1.0% | +65.7% | -64.7% | -9.9% |
| 1Y | 0.0% | +91.9% | -92.0% | -13.3% |
| 3Y | +16.8% | +335.2% | -318.4% | -18.1% |
| All | +52.1% | +1,000.5% | -948.4% | -11.3% |
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