+173.0%
ATI vs ET
+31.4%
+141.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +3.0% |
| 7D | -0.1% | +0.9% | -0.9% | +0.1% |
| 30D | +2.7% | +7.5% | -4.8% | +4.1% |
| 3M | +16.3% | +11.4% | +4.9% | +19.4% |
| 6M | +30.2% | +18.5% | +11.6% | +32.4% |
| YTD | +83.6% | +37.4% | +46.2% | +81.4% |
| 1Y | +173.0% | +30.9% | +142.1% | +177.5% |
| All | +173.0% | +31.4% | +141.6% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling