+1,090.2%
ATI vs EFX
+42.6%
+1,047.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -5.6% | -4.5% | -1.1% | -3.9% |
| 30D | -13.7% | -6.1% | -7.7% | -12.1% |
| 3M | -0.4% | +6.2% | -6.6% | -5.2% |
| 6M | +26.2% | -11.2% | +37.4% | +28.9% |
| YTD | +73.2% | -21.4% | +94.6% | +84.2% |
| 1Y | +161.6% | -34.3% | +195.9% | +201.1% |
| 3Y | +346.2% | -12.5% | +358.7% | +326.2% |
| 5Y | +1,047.6% | -35.6% | +1,083.2% | +1,132.8% |
| All | +1,090.2% | +42.6% | +1,047.7% | +806.7% |
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