+145.0%
ATI vs EMB
+127.1%
+18.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.5% |
| 3M | -21.3% | -2.2% | -19.1% | -19.2% |
| 6M | +6.5% | -2.3% | +8.8% | +9.7% |
| YTD | +53.2% | -0.6% | +53.8% | +55.5% |
| 1Y | +82.7% | +0.5% | +82.2% | +83.2% |
| 3Y | +314.3% | +29.4% | +284.9% | +212.0% |
| 5Y | +890.9% | +6.5% | +884.4% | +832.0% |
| 10Y | +1,142.3% | +29.8% | +1,112.6% | +893.5% |
| All | +145.0% | +127.1% | +18.0% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling