+930.3%
ATI vs ES
+98.2%
+832.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.0% |
| 7D | +4.2% | +2.7% | +1.4% | +3.1% |
| 30D | -2.5% | +7.6% | -10.1% | -5.6% |
| 3M | -19.4% | +0.5% | -19.9% | -19.9% |
| 6M | +11.1% | +7.6% | +3.5% | +6.7% |
| YTD | +59.5% | +10.2% | +49.3% | +51.5% |
| 1Y | +85.8% | +1.8% | +83.9% | +81.2% |
| 3Y | +311.9% | +55.4% | +256.5% | +222.7% |
| 5Y | +963.2% | +7.3% | +955.9% | +883.9% |
| All | +930.3% | +98.2% | +832.1% | +1,120.5% |
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