+644.3%
ATI vs ESTC
+31.2%
+613.2%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.5% | +7.5% | +3.7% |
| 7D | -0.1% | -8.1% | +8.1% | +1.3% |
| 30D | +2.7% | +31.7% | -29.0% | -2.7% |
| 3M | +16.3% | +41.1% | -24.7% | +8.4% |
| 6M | +30.2% | +77.1% | -46.9% | +15.5% |
| YTD | +83.6% | +21.7% | +61.9% | +73.1% |
| 1Y | +173.0% | +8.4% | +164.6% | +161.5% |
| 3Y | +356.6% | +23.6% | +333.0% | +308.6% |
| 5Y | +1,074.2% | -46.5% | +1,120.7% | +1,076.6% |
| All | +644.3% | +31.2% | +613.2% | +382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling