+1,088.8%
ATI vs ED
+71.7%
+1,017.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.6% |
| 7D | +3.2% | +0.5% | +2.6% | +3.1% |
| 30D | -9.0% | +1.1% | -10.1% | -9.1% |
| 3M | +15.1% | +4.6% | +10.4% | +14.4% |
| 6M | +38.1% | -2.0% | +40.1% | +38.2% |
| YTD | +80.7% | +11.7% | +69.0% | +77.8% |
| 1Y | +167.5% | +15.7% | +151.8% | +161.5% |
| 3Y | +366.0% | +34.4% | +331.6% | +321.0% |
| 5Y | +1,088.8% | +67.3% | +1,021.5% | +888.2% |
| All | +1,088.8% | +71.7% | +1,017.1% | +888.2% |
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