+165.1%
ATI vs EMB
+126.5%
+38.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +2.3% |
| 7D | +13.0% | -0.7% | +13.6% | +13.9% |
| 30D | +0.2% | +0.5% | -0.3% | -0.4% |
| 3M | -17.5% | -2.5% | -15.0% | -15.0% |
| 6M | +18.1% | -2.0% | +20.1% | +21.3% |
| YTD | +65.7% | -0.9% | +66.6% | +68.7% |
| 1Y | +91.9% | -0.3% | +92.2% | +94.3% |
| 3Y | +335.2% | +29.2% | +306.1% | +228.6% |
| 5Y | +1,004.3% | +7.4% | +996.9% | +928.1% |
| 10Y | +1,019.2% | +35.8% | +983.5% | +766.4% |
| All | +165.1% | +126.5% | +38.5% | +70.5% |
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