+547.0%
ATI vs ESTC
+25.9%
+521.0%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.5% |
| 7D | +4.2% | +2.4% | +1.7% | +3.8% |
| 30D | -2.5% | -4.2% | +1.7% | -2.0% |
| 3M | -19.4% | +2.5% | -21.9% | -20.4% |
| 6M | +11.1% | +81.5% | -70.4% | -1.6% |
| YTD | +59.5% | +16.8% | +42.7% | +51.1% |
| 1Y | +85.8% | -3.5% | +89.2% | +81.9% |
| 3Y | +311.9% | +17.7% | +294.2% | +272.0% |
| 5Y | +963.2% | -51.7% | +1,015.0% | +992.7% |
| All | +547.0% | +25.9% | +521.0% | +321.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling