+966.7%
ATI vs EL
-64.9%
+1,031.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +4.7% | +0.3% | +4.5% | +4.7% |
| 30D | -0.2% | +12.3% | -12.5% | -3.0% |
| 3M | -18.5% | +28.4% | -46.9% | -23.7% |
| 6M | +16.4% | +36.7% | -20.4% | +6.5% |
| YTD | +63.4% | +8.4% | +55.0% | +56.0% |
| 1Y | +91.5% | +25.4% | +66.1% | +75.5% |
| 3Y | +329.2% | +3.4% | +325.8% | +284.8% |
| 5Y | +966.7% | -64.8% | +1,031.5% | +1,182.6% |
| All | +966.7% | -64.9% | +1,031.6% | +1,182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling