+367.2%
ATI vs ES
+29.7%
+337.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | -0.1% | +0.3% | -0.3% | -0.1% |
| 30D | +2.7% | -2.0% | +4.7% | +3.0% |
| 3M | +16.3% | +1.7% | +14.6% | +15.5% |
| 6M | +30.2% | -3.5% | +33.7% | +30.6% |
| YTD | +83.6% | +7.9% | +75.7% | +79.9% |
| 1Y | +173.0% | +17.2% | +155.8% | +161.1% |
| All | +367.2% | +29.7% | +337.5% | +315.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling