+1,121.6%
ATI vs EME
+19,072.3%
-17,950.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -3.3% |
| 7D | +3.2% | +5.2% | -2.0% | -0.3% |
| 30D | -9.0% | -5.4% | -3.7% | -5.9% |
| 3M | +15.1% | -6.1% | +21.2% | +17.2% |
| 6M | +38.1% | +9.7% | +28.5% | +26.5% |
| YTD | +80.7% | +26.6% | +54.1% | +48.6% |
| 1Y | +167.5% | +24.6% | +142.9% | +116.9% |
| 3Y | +366.0% | +249.6% | +116.4% | +73.7% |
| 5Y | +1,088.8% | +556.6% | +532.2% | +178.4% |
| 10Y | +1,055.0% | +1,286.6% | -231.6% | +63.8% |
| All | +1,121.6% | +19,072.3% | -17,950.7% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling