+366.0%
ATI vs ELF
-23.6%
+389.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.0% |
| 7D | +3.2% | -1.2% | +4.3% | +3.3% |
| 30D | -9.0% | +5.9% | -14.9% | -9.7% |
| 3M | +15.1% | +99.5% | -84.4% | +5.4% |
| 6M | +38.1% | +26.5% | +11.6% | +32.9% |
| YTD | +80.7% | +37.2% | +43.5% | +71.4% |
| 1Y | +167.5% | -24.4% | +191.9% | +169.0% |
| 3Y | +366.0% | -23.3% | +389.3% | +317.1% |
| All | +366.0% | -23.6% | +389.6% | +317.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling