+976.2%
ATI vs ELF
+373.0%
+603.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +2.3% |
| 7D | +13.0% | +3.4% | +9.6% | +12.2% |
| 30D | +0.2% | +5.0% | -4.8% | -0.9% |
| 3M | -17.5% | +22.6% | -40.1% | -21.3% |
| 6M | +18.1% | +104.0% | -85.9% | +0.1% |
| YTD | +65.7% | +49.3% | +16.4% | +48.0% |
| 1Y | +91.9% | +46.0% | +45.9% | +71.9% |
| 3Y | +335.2% | +19.4% | +315.9% | +253.1% |
| 5Y | +1,004.3% | +262.0% | +742.3% | +513.2% |
| 10Y | +1,019.2% | +320.5% | +698.8% | +391.6% |
| All | +976.2% | +373.0% | +603.1% | +367.9% |
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