+1,091.6%
ATI vs EMB
+30.4%
+1,061.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.8% | -2.4% |
| 7D | -2.7% | -1.1% | -1.6% | -0.9% |
| 30D | -13.5% | -1.1% | -12.4% | -12.0% |
| 3M | +8.5% | -0.8% | +9.3% | +10.1% |
| 6M | +25.2% | -0.1% | +25.2% | +26.3% |
| YTD | +73.4% | +0.4% | +73.0% | +73.9% |
| 1Y | +160.5% | +3.3% | +157.2% | +150.3% |
| 3Y | +347.3% | +29.0% | +318.3% | +206.9% |
| 5Y | +1,049.0% | +6.3% | +1,042.6% | +1,018.0% |
| All | +1,091.6% | +30.4% | +1,061.2% | +874.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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