+901.1%
ATI vs ES
+1.4%
+899.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +5.1% |
| 7D | +6.2% | +1.9% | +4.3% | +5.5% |
| 30D | -7.1% | +7.1% | -14.1% | -9.0% |
| 3M | -21.3% | -1.9% | -19.4% | -21.1% |
| 6M | +6.5% | +4.4% | +2.1% | +4.3% |
| YTD | +53.2% | +7.3% | +45.9% | +48.7% |
| 1Y | +82.7% | +2.1% | +80.6% | +79.2% |
| 3Y | +314.3% | +41.8% | +272.5% | +252.1% |
| All | +901.1% | +1.4% | +899.6% | +861.1% |
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