+1,141.3%
ATI vs EL
+534.3%
+607.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +1.5% |
| 7D | -0.1% | +0.8% | -0.8% | -0.4% |
| 30D | +2.7% | +19.8% | -17.1% | -7.4% |
| 3M | +16.3% | +25.7% | -9.4% | +1.8% |
| 6M | +30.2% | +5.4% | +24.7% | +22.1% |
| YTD | +83.6% | +0.2% | +83.3% | +72.5% |
| 1Y | +173.0% | +20.4% | +152.6% | +129.9% |
| 3Y | +356.6% | -32.1% | +388.8% | +358.4% |
| 5Y | +1,074.2% | -67.2% | +1,141.4% | +1,606.6% |
| 10Y | +1,136.2% | +31.7% | +1,104.5% | +673.6% |
| All | +1,141.3% | +534.3% | +607.0% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling