+1,020.5%
ATI vs EIX
+445.6%
+574.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +13.0% | -1.5% | +14.4% | +13.6% |
| 30D | +0.2% | +8.1% | -7.9% | -2.9% |
| 3M | -17.5% | -12.1% | -5.3% | -15.0% |
| 6M | +18.1% | -13.4% | +31.5% | +21.4% |
| YTD | +65.7% | +5.6% | +60.1% | +57.3% |
| 1Y | +91.9% | +7.8% | +84.1% | +80.5% |
| 3Y | +335.2% | +9.8% | +325.4% | +294.3% |
| 5Y | +1,004.3% | +18.8% | +985.5% | +862.0% |
| 10Y | +1,019.2% | +34.4% | +984.8% | +808.5% |
| All | +1,020.5% | +445.6% | +574.9% | +475.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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