+86.5%
ATI vs ESI
+27.8%
+58.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | +1.5% |
| 7D | +8.3% | -6.6% | +14.9% | +11.8% |
| 30D | -7.3% | -10.9% | +3.7% | -2.0% |
| 3M | -10.5% | -13.8% | +3.3% | -4.3% |
| 6M | +16.4% | -21.5% | +37.9% | +28.1% |
| YTD | +56.1% | +34.7% | +21.4% | +34.5% |
| 1Y | +86.5% | +24.9% | +61.6% | +65.7% |
| All | +86.5% | +27.8% | +58.7% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling