+1,049.0%
ATI vs EFV
+94.1%
+954.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.3% |
| 7D | -2.7% | -2.0% | -0.7% | -0.2% |
| 30D | -13.5% | -0.2% | -13.3% | -13.3% |
| 3M | +8.5% | +9.1% | -0.6% | -2.7% |
| 6M | +25.2% | +11.7% | +13.5% | +9.7% |
| YTD | +73.4% | +17.0% | +56.4% | +43.7% |
| 1Y | +160.5% | +26.7% | +133.8% | +96.4% |
| 3Y | +347.3% | +90.2% | +257.1% | +105.3% |
| 5Y | +1,049.0% | +96.1% | +952.9% | +421.8% |
| All | +1,049.0% | +94.1% | +954.9% | +421.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling