+954.5%
ATI vs ED
+82.1%
+872.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.2% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | -3.6% | +11.6% | -15.2% | -4.1% |
| 3M | -18.9% | +10.5% | -29.4% | -19.2% |
| 6M | +16.7% | +13.2% | +3.5% | +15.8% |
| YTD | +61.1% | +22.1% | +38.9% | +58.2% |
| 1Y | +89.3% | +24.2% | +65.1% | +85.5% |
| 3Y | +333.3% | +46.9% | +286.4% | +290.7% |
| 5Y | +954.5% | +80.8% | +873.7% | +787.5% |
| All | +954.5% | +82.1% | +872.4% | +787.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling