+1,091.6%
ATI vs EAT
+379.9%
+711.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -2.7% | -6.2% | +3.5% | -0.6% |
| 30D | -13.5% | -3.0% | -10.5% | -13.0% |
| 3M | +8.5% | +45.6% | -37.1% | -5.6% |
| 6M | +25.2% | +53.5% | -28.4% | +5.7% |
| YTD | +73.4% | +49.6% | +23.8% | +46.7% |
| 1Y | +160.5% | +38.9% | +121.6% | +122.7% |
| 3Y | +347.3% | +589.7% | -242.4% | +104.8% |
| 5Y | +1,049.0% | +318.7% | +730.3% | +485.3% |
| All | +1,091.6% | +379.9% | +711.8% | +550.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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