+363.6%
ATI vs ESI
+81.4%
+282.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | +2.4% | +3.9% | -1.5% | +0.5% |
| 30D | -9.5% | -3.8% | -5.7% | -7.8% |
| 3M | +10.4% | -13.1% | +23.5% | +17.2% |
| 6M | +31.8% | +11.3% | +20.5% | +22.2% |
| YTD | +80.0% | +44.1% | +35.9% | +45.1% |
| 1Y | +175.8% | +40.3% | +135.5% | +124.2% |
| All | +363.6% | +81.4% | +282.3% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling