+327.8%
ATI vs ELF
+19.5%
+308.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +1.9% |
| 7D | +13.0% | +3.4% | +9.6% | +12.5% |
| 30D | +0.2% | +5.0% | -4.8% | -0.4% |
| 3M | -17.5% | +22.6% | -40.1% | -19.6% |
| 6M | +18.1% | +104.0% | -85.9% | +7.8% |
| YTD | +65.7% | +49.3% | +16.4% | +55.6% |
| 1Y | +91.9% | +46.0% | +45.9% | +80.5% |
| All | +327.8% | +19.5% | +308.3% | +269.6% |
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 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