+86.3%
ATI vs ES
-0.1%
+86.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.1% |
| 7D | +1.3% | +0.9% | +0.5% | +1.2% |
| 30D | -4.8% | +5.9% | -10.7% | -4.8% |
| 3M | -19.9% | -1.0% | -18.9% | -19.6% |
| 6M | +15.4% | +7.2% | +8.2% | +13.0% |
| YTD | +59.2% | +7.0% | +52.2% | +57.7% |
| 1Y | +86.3% | +0.5% | +85.8% | +85.7% |
| All | +86.3% | -0.1% | +86.3% | +85.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling