+311.9%
ATI vs EFV
+91.8%
+220.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.2% |
| 7D | +4.2% | +2.5% | +1.6% | +1.1% |
| 30D | -2.5% | +2.9% | -5.4% | -5.9% |
| 3M | -19.4% | -1.4% | -18.0% | -18.2% |
| 6M | +11.1% | +5.5% | +5.5% | +3.5% |
| YTD | +59.5% | +16.1% | +43.5% | +33.5% |
| 1Y | +85.8% | +20.3% | +65.5% | +49.4% |
| 3Y | +311.9% | +90.4% | +221.5% | +105.3% |
| All | +311.9% | +91.8% | +220.1% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling