+1,020.5%
ATI vs ES
+732.5%
+288.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | +13.0% | -1.1% | +14.0% | +13.5% |
| 30D | +0.2% | +8.2% | -8.0% | -5.0% |
| 3M | -17.5% | +0.6% | -18.1% | -18.4% |
| 6M | +18.1% | +6.0% | +12.1% | +12.1% |
| YTD | +65.7% | +9.3% | +56.4% | +53.8% |
| 1Y | +91.9% | +1.1% | +90.8% | +85.1% |
| 3Y | +335.2% | +51.9% | +283.3% | +211.0% |
| 5Y | +1,004.3% | +6.5% | +997.8% | +868.3% |
| 10Y | +1,019.2% | +94.8% | +924.5% | +507.5% |
| All | +1,020.5% | +732.5% | +288.0% | +92.5% |
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