+1,088.8%
ATI vs ESI
+77.4%
+1,011.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.9% |
| 7D | +3.2% | +5.4% | -2.2% | +0.3% |
| 30D | -9.0% | -4.2% | -4.8% | -7.0% |
| 3M | +15.1% | -9.6% | +24.7% | +20.3% |
| 6M | +38.1% | +18.3% | +19.8% | +23.1% |
| YTD | +80.7% | +45.8% | +34.8% | +42.0% |
| 1Y | +167.5% | +39.2% | +128.4% | +114.7% |
| 3Y | +366.0% | +86.3% | +279.7% | +200.7% |
| 5Y | +1,088.8% | +76.2% | +1,012.5% | +636.4% |
| All | +1,088.8% | +77.4% | +1,011.3% | +636.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling