+521.2%
ATI vs ESTC
+23.0%
+498.2%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +4.1% |
| 7D | +6.2% | -11.5% | +17.7% | +8.2% |
| 30D | -7.1% | -7.5% | +0.5% | -6.0% |
| 3M | -21.3% | +23.1% | -44.4% | -24.9% |
| 6M | +6.5% | +75.3% | -68.8% | -5.2% |
| YTD | +53.2% | +14.1% | +39.1% | +45.6% |
| 1Y | +82.7% | -0.6% | +83.3% | +77.7% |
| 3Y | +314.3% | +20.8% | +293.5% | +271.8% |
| 5Y | +890.9% | -48.8% | +939.7% | +898.3% |
| All | +521.2% | +23.0% | +498.2% | +306.0% |
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