+1,020.5%
ATI vs EL
+574.9%
+445.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.2% |
| 7D | +13.0% | +2.7% | +10.3% | +11.6% |
| 30D | +0.2% | +10.8% | -10.6% | -5.3% |
| 3M | -17.5% | +26.5% | -43.9% | -28.2% |
| 6M | +18.1% | +31.1% | -13.0% | -0.6% |
| YTD | +65.7% | +6.6% | +59.1% | +49.5% |
| 1Y | +91.9% | +21.8% | +70.1% | +60.9% |
| 3Y | +335.2% | +1.8% | +333.5% | +250.4% |
| 5Y | +1,004.3% | -65.6% | +1,069.9% | +1,460.2% |
| 10Y | +1,019.2% | +60.3% | +958.9% | +522.6% |
| All | +1,020.5% | +574.9% | +445.6% | +161.5% |
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