+632.6%
ATI vs ESTC
+26.3%
+606.3%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.0% |
| 7D | +3.2% | -4.3% | +7.5% | +3.8% |
| 30D | -9.0% | +17.7% | -26.7% | -12.2% |
| 3M | +15.1% | +42.3% | -27.2% | +7.1% |
| 6M | +38.1% | +64.6% | -26.4% | +24.2% |
| YTD | +80.7% | +17.2% | +63.4% | +71.4% |
| 1Y | +167.5% | -4.2% | +171.7% | +162.4% |
| 3Y | +366.0% | +13.5% | +352.5% | +323.7% |
| 5Y | +1,088.8% | -45.5% | +1,134.3% | +1,081.6% |
| All | +632.6% | +26.3% | +606.3% | +378.1% |
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