+173.0%
ATI vs ED
+12.4%
+160.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +2.4% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +2.7% | -0.1% | +2.8% | +2.7% |
| 3M | +16.3% | +3.9% | +12.4% | +17.9% |
| 6M | +30.2% | -3.0% | +33.2% | +28.8% |
| YTD | +83.6% | +10.7% | +72.9% | +94.5% |
| 1Y | +173.0% | +13.3% | +159.7% | +191.1% |
| All | +173.0% | +12.4% | +160.6% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling