+1,026.2%
ATI vs ELF
+299.0%
+727.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.7% | -2.7% |
| 7D | -2.7% | -10.8% | +8.1% | -0.3% |
| 30D | -13.5% | +0.8% | -14.3% | -13.9% |
| 3M | +8.5% | +64.8% | -56.2% | -3.3% |
| 6M | +25.2% | +19.0% | +6.2% | +18.8% |
| YTD | +73.4% | +25.9% | +47.5% | +60.9% |
| 1Y | +160.5% | -28.8% | +189.3% | +166.9% |
| 3Y | +347.3% | -29.6% | +376.9% | +312.8% |
| 5Y | +1,049.0% | +216.2% | +832.7% | +555.3% |
| All | +1,026.2% | +299.0% | +727.2% | +408.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling