+764.9%
ATI vs EFV
+256.4%
+508.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.6% |
| 7D | +3.2% | +1.0% | +2.2% | +1.7% |
| 30D | -9.0% | +0.2% | -9.2% | -9.3% |
| 3M | +15.1% | +9.6% | +5.5% | +0.7% |
| 6M | +38.1% | +14.0% | +24.1% | +14.9% |
| YTD | +80.7% | +18.5% | +62.2% | +42.0% |
| 1Y | +167.5% | +27.9% | +139.6% | +88.4% |
| 3Y | +366.0% | +92.4% | +273.6% | +79.6% |
| 5Y | +1,088.8% | +97.2% | +991.6% | +343.3% |
| 10Y | +1,055.0% | +163.0% | +892.0% | +227.7% |
| All | +764.9% | +256.4% | +508.6% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling