+173.0%
ATI vs ELF
-17.5%
+190.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.8% |
| 7D | -0.1% | +5.4% | -5.4% | -0.6% |
| 30D | +2.7% | +27.0% | -24.3% | +0.1% |
| 3M | +16.3% | +113.2% | -96.9% | +6.6% |
| 6M | +30.2% | +36.6% | -6.4% | +24.3% |
| YTD | +83.6% | +44.2% | +39.3% | +73.7% |
| 1Y | +173.0% | -18.0% | +191.0% | +171.8% |
| All | +173.0% | -17.5% | +190.5% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling