+86.6%
ATI vs EMB
+0.2%
+86.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | +0.7% |
| 7D | +1.3% | +0.5% | +0.8% | 0.0% |
| 30D | -4.8% | +0.9% | -5.6% | -7.3% |
| 3M | -19.9% | -2.1% | -17.8% | -13.8% |
| 6M | +15.4% | -2.2% | +17.6% | +24.9% |
| YTD | +59.2% | -0.6% | +59.8% | +68.4% |
| All | +86.6% | +0.2% | +86.4% | +92.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling