+1,092.5%
ATI vs EME
+545.9%
+546.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.9% |
| 7D | +2.4% | +2.7% | -0.3% | +0.9% |
| 30D | -9.5% | -6.8% | -2.7% | -6.2% |
| 3M | +10.4% | -8.8% | +19.2% | +14.5% |
| 6M | +31.8% | +5.0% | +26.8% | +26.4% |
| YTD | +80.0% | +23.5% | +56.5% | +56.5% |
| 1Y | +175.8% | +21.3% | +154.5% | +136.2% |
| 3Y | +364.2% | +241.1% | +123.2% | +97.4% |
| All | +1,092.5% | +545.9% | +546.6% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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