+996.8%
ATI vs ES
+87.3%
+909.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +1.3% | +0.9% | +0.5% | +0.8% |
| 30D | -4.8% | +5.9% | -10.7% | -7.2% |
| 3M | -19.9% | -1.0% | -18.9% | -20.0% |
| 6M | +15.4% | +7.2% | +8.2% | +10.9% |
| YTD | +59.2% | +7.0% | +52.2% | +52.9% |
| 1Y | +86.3% | +0.5% | +85.8% | +82.5% |
| 3Y | +318.2% | +48.7% | +269.6% | +233.8% |
| 5Y | +958.6% | +1.9% | +956.7% | +901.4% |
| 10Y | +996.8% | +89.2% | +907.6% | +1,214.4% |
| All | +996.8% | +87.3% | +909.4% | +1,214.4% |
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