+1,141.3%
ATI vs ED
+920.3%
+221.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.7% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +2.7% | -0.1% | +2.8% | +2.7% |
| 3M | +16.3% | +3.9% | +12.4% | +13.0% |
| 6M | +30.2% | -3.0% | +33.2% | +31.0% |
| YTD | +83.6% | +10.7% | +72.9% | +70.9% |
| 1Y | +173.0% | +13.3% | +159.7% | +149.0% |
| 3Y | +356.6% | +34.5% | +322.1% | +258.6% |
| 5Y | +1,074.2% | +67.1% | +1,007.0% | +685.2% |
| 10Y | +1,136.2% | +103.0% | +1,033.2% | +586.9% |
| All | +1,141.3% | +920.3% | +221.0% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling