+978.9%
ATI vs EL
+582.5%
+396.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.3% |
| 7D | +4.2% | +1.5% | +2.6% | +3.4% |
| 30D | -2.5% | +10.0% | -12.5% | -7.5% |
| 3M | -19.4% | +28.4% | -47.8% | -30.4% |
| 6M | +11.1% | +37.1% | -26.0% | -8.5% |
| YTD | +59.5% | +7.8% | +51.7% | +43.1% |
| 1Y | +85.8% | +26.0% | +59.7% | +53.1% |
| 3Y | +311.9% | +3.8% | +308.1% | +228.1% |
| 5Y | +963.2% | -65.2% | +1,028.4% | +1,393.8% |
| 10Y | +977.6% | +62.1% | +915.5% | +496.0% |
| All | +978.9% | +582.5% | +396.4% | +150.3% |
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