+2,041.7%
ATI vs EOSE
-57.1%
+2,098.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.4% | -2.3% |
| 7D | +3.2% | +41.4% | -38.3% | +0.5% |
| 30D | -9.0% | +3.6% | -12.6% | -9.5% |
| 3M | +15.1% | -35.7% | +50.8% | +17.6% |
| 6M | +38.1% | -29.9% | +68.0% | +38.9% |
| YTD | +80.7% | -62.5% | +143.1% | +86.6% |
| 1Y | +167.5% | -37.4% | +204.9% | +163.6% |
| 3Y | +366.0% | +55.8% | +310.2% | +303.5% |
| 5Y | +1,088.8% | -67.8% | +1,156.6% | +928.7% |
| All | +2,041.7% | -57.1% | +2,098.9% | +1,861.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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