+1,092.1%
ATI vs ELF
+357.0%
+735.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.5% |
| 7D | -0.1% | +5.4% | -5.4% | -1.2% |
| 30D | +2.7% | +27.0% | -24.3% | -2.6% |
| 3M | +16.3% | +113.2% | -96.9% | -1.9% |
| 6M | +30.2% | +36.6% | -6.4% | +19.8% |
| YTD | +83.6% | +44.2% | +39.3% | +65.6% |
| 1Y | +173.0% | -18.0% | +191.0% | +171.4% |
| 3Y | +356.6% | -19.9% | +376.6% | +310.3% |
| 5Y | +1,074.2% | +257.7% | +816.5% | +553.2% |
| All | +1,092.1% | +357.0% | +735.2% | +423.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling