+512.8%
ATI vs ESI
+207.0%
+305.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.3% | +0.3% |
| 7D | +4.7% | +1.8% | +2.9% | +3.6% |
| 30D | -0.2% | -6.6% | +6.3% | +3.9% |
| 3M | -18.5% | -9.4% | -9.1% | -14.1% |
| 6M | +16.4% | -24.1% | +40.5% | +34.8% |
| YTD | +63.4% | +37.1% | +26.3% | +29.6% |
| 1Y | +91.5% | +24.5% | +67.0% | +60.4% |
| 3Y | +329.2% | +83.2% | +246.1% | +172.0% |
| 5Y | +966.7% | +44.0% | +922.8% | +665.4% |
| 10Y | +1,003.8% | +332.8% | +670.9% | +311.7% |
| All | +512.8% | +207.0% | +305.8% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling