+949.2%
ATI vs ES
+6.6%
+942.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.9% |
| 7D | +4.2% | +2.7% | +1.4% | +3.5% |
| 30D | -2.5% | +7.6% | -10.1% | -4.6% |
| 3M | -19.4% | +0.5% | -19.9% | -19.7% |
| 6M | +11.1% | +7.6% | +3.5% | +8.0% |
| YTD | +59.5% | +10.2% | +49.3% | +53.8% |
| 1Y | +85.8% | +1.8% | +83.9% | +82.7% |
| 3Y | +311.9% | +55.4% | +256.5% | +237.2% |
| All | +949.2% | +6.6% | +942.7% | +904.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling