+1,141.3%
ATI vs ES
+721.7%
+419.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.3% |
| 7D | -0.1% | +0.3% | -0.3% | -0.2% |
| 30D | +2.7% | -2.0% | +4.7% | +3.8% |
| 3M | +16.3% | +1.7% | +14.6% | +14.2% |
| 6M | +30.2% | -3.5% | +33.7% | +31.6% |
| YTD | +83.6% | +7.9% | +75.7% | +73.0% |
| 1Y | +173.0% | +17.2% | +155.8% | +141.3% |
| 3Y | +356.6% | +29.3% | +327.3% | +262.9% |
| 5Y | +1,074.2% | -5.7% | +1,079.9% | +1,020.0% |
| 10Y | +1,136.2% | +85.2% | +1,051.0% | +599.6% |
| All | +1,141.3% | +721.7% | +419.6% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling