+976.7%
ATI vs ED
+1,034.3%
-57.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.6% |
| 7D | +1.3% | +2.1% | -0.8% | 0.0% |
| 30D | -4.8% | +12.4% | -17.2% | -11.3% |
| 3M | -19.9% | +13.1% | -33.1% | -25.8% |
| 6M | +15.4% | +14.1% | +1.3% | +5.6% |
| YTD | +59.2% | +23.1% | +36.2% | +38.8% |
| 1Y | +86.3% | +25.4% | +60.8% | +60.3% |
| 3Y | +318.2% | +47.9% | +270.4% | +210.4% |
| 5Y | +958.6% | +81.9% | +876.8% | +573.8% |
| 10Y | +996.8% | +141.3% | +855.5% | +444.7% |
| All | +976.7% | +1,034.3% | -57.6% | +91.9% |
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 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