+930.3%
ATI vs EFX
+80.5%
+849.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.0% |
| 7D | +4.2% | -0.8% | +4.9% | +4.4% |
| 30D | -2.5% | +25.1% | -27.6% | -11.6% |
| 3M | -19.4% | +1.7% | -21.1% | -21.3% |
| 6M | +11.1% | +18.4% | -7.3% | -0.4% |
| YTD | +59.5% | -12.5% | +72.1% | +60.7% |
| 1Y | +85.8% | -8.1% | +93.8% | +82.8% |
| 3Y | +311.9% | +4.8% | +307.1% | +258.9% |
| 5Y | +963.2% | -30.1% | +993.4% | +1,002.7% |
| All | +930.3% | +80.5% | +849.8% | +620.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling