+1,088.8%
ATI vs EMB
+7.3%
+1,081.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.4% |
| 7D | +3.2% | +0.3% | +2.9% | +2.8% |
| 30D | -9.0% | -0.5% | -8.5% | -8.5% |
| 3M | +15.1% | +0.3% | +14.8% | +14.8% |
| 6M | +38.1% | +1.2% | +37.0% | +37.1% |
| YTD | +80.7% | +1.5% | +79.2% | +79.0% |
| 1Y | +167.5% | +4.8% | +162.7% | +156.4% |
| 3Y | +366.0% | +30.4% | +335.6% | +267.2% |
| 5Y | +1,088.8% | +7.3% | +1,081.5% | +970.5% |
| All | +1,088.8% | +7.3% | +1,081.4% | +970.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling