+193.6%
ATI vs EMB
+132.1%
+61.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.1% | 0.0% | 0.0% | 0.0% |
| 30D | +2.7% | -0.3% | +3.0% | +3.0% |
| 3M | +16.3% | -0.4% | +16.7% | +17.1% |
| 6M | +30.2% | +0.1% | +30.1% | +30.9% |
| YTD | +83.6% | +1.6% | +82.0% | +81.5% |
| 1Y | +173.0% | +5.6% | +167.4% | +158.2% |
| 3Y | +356.6% | +29.8% | +326.8% | +242.8% |
| 5Y | +1,074.2% | +7.3% | +1,066.9% | +995.7% |
| 10Y | +1,136.2% | +30.4% | +1,105.8% | +880.6% |
| All | +193.6% | +132.1% | +61.5% | +83.5% |
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 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