+1,055.0%
ATI vs ES
+85.1%
+969.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +3.2% | +1.4% | +1.8% | +2.6% |
| 30D | -9.0% | -1.2% | -7.8% | -8.6% |
| 3M | +15.1% | +5.0% | +10.1% | +12.3% |
| 6M | +38.1% | -2.8% | +41.0% | +38.8% |
| YTD | +80.7% | +8.6% | +72.1% | +73.2% |
| 1Y | +167.5% | +18.9% | +148.6% | +144.3% |
| 3Y | +366.0% | +32.1% | +333.9% | +294.6% |
| 5Y | +1,088.8% | -5.1% | +1,093.8% | +1,070.0% |
| 10Y | +1,055.0% | +84.2% | +970.8% | +1,068.8% |
| All | +1,055.0% | +85.1% | +969.9% | +1,068.8% |
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