+86.5%
ATI vs EFV
+25.8%
+60.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -4.7% |
| 7D | +8.3% | +2.9% | +5.5% | +4.3% |
| 30D | -7.3% | +3.6% | -10.8% | -11.4% |
| 3M | -10.5% | -0.1% | -10.4% | -10.6% |
| 6M | +16.4% | +9.6% | +6.8% | +0.5% |
| YTD | +56.1% | +17.0% | +39.1% | +22.6% |
| 1Y | +86.5% | +25.7% | +60.9% | +34.8% |
| All | +86.5% | +25.8% | +60.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling