+1,141.3%
ATI vs EFX
+1,515.4%
-374.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.4% | +9.4% | +7.0% |
| 7D | -0.1% | -8.6% | +8.6% | +5.5% |
| 30D | +2.7% | +0.1% | +2.6% | +1.5% |
| 3M | +16.3% | +3.8% | +12.5% | +9.0% |
| 6M | +30.2% | -13.5% | +43.7% | +35.6% |
| YTD | +83.6% | -17.7% | +101.2% | +93.1% |
| 1Y | +173.0% | -25.6% | +198.6% | +203.2% |
| 3Y | +356.6% | -12.1% | +368.7% | +321.1% |
| 5Y | +1,074.2% | -33.8% | +1,108.0% | +1,132.0% |
| 10Y | +1,136.2% | +45.1% | +1,091.1% | +549.7% |
| All | +1,141.3% | +1,515.4% | -374.2% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling