+312.1%
ATI vs EMB
+29.1%
+282.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +6.2% | -0.1% | +6.3% | +6.3% |
| 30D | -7.1% | +1.3% | -8.4% | -9.3% |
| 3M | -21.3% | -2.2% | -19.1% | -18.0% |
| 6M | +6.5% | -2.3% | +8.8% | +11.5% |
| YTD | +53.2% | -0.6% | +53.8% | +56.5% |
| 1Y | +82.7% | +0.5% | +82.2% | +83.8% |
| All | +312.1% | +29.1% | +282.9% | +258.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling