+930.3%
ATI vs ED
+147.1%
+783.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.1% |
| 7D | +4.2% | +2.1% | +2.1% | +3.5% |
| 30D | -2.5% | +10.4% | -12.9% | -5.8% |
| 3M | -19.4% | +12.5% | -32.0% | -22.7% |
| 6M | +11.1% | +14.9% | -3.8% | +5.3% |
| YTD | +59.5% | +24.8% | +34.7% | +46.4% |
| 1Y | +85.8% | +23.8% | +61.9% | +70.7% |
| 3Y | +311.9% | +51.6% | +260.3% | +234.9% |
| 5Y | +963.2% | +86.4% | +876.8% | +671.2% |
| All | +930.3% | +147.1% | +783.2% | +784.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling