+1,124.2%
ATI vs ES
+85.7%
+1,038.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +5.5% |
| 7D | +6.2% | +1.9% | +4.3% | +5.3% |
| 30D | -7.1% | +7.1% | -14.1% | -9.8% |
| 3M | -21.3% | -1.9% | -19.4% | -21.1% |
| 6M | +6.5% | +4.4% | +2.1% | +3.5% |
| YTD | +53.2% | +7.3% | +45.9% | +47.1% |
| 1Y | +82.7% | +2.1% | +80.6% | +77.9% |
| 3Y | +314.3% | +41.8% | +272.5% | +239.8% |
| 5Y | +890.9% | +1.4% | +889.5% | +841.1% |
| All | +1,124.2% | +85.7% | +1,038.5% | +1,412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling