+333.3%
ATI vs ED
+47.4%
+285.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.1% |
| 7D | +6.0% | -0.1% | +6.1% | +6.1% |
| 30D | -3.6% | +11.6% | -15.2% | +0.1% |
| 3M | -18.9% | +10.5% | -29.4% | -15.9% |
| 6M | +16.7% | +13.2% | +3.5% | +21.9% |
| YTD | +61.1% | +22.1% | +38.9% | +72.1% |
| 1Y | +89.3% | +24.2% | +65.1% | +103.4% |
| 3Y | +333.3% | +46.9% | +286.4% | +357.8% |
| All | +333.3% | +47.4% | +285.9% | +357.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling