+161.6%
ATI vs ET
+33.4%
+128.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.3% |
| 7D | -5.6% | +0.2% | -5.9% | -5.6% |
| 30D | -13.7% | +2.9% | -16.6% | -13.2% |
| 3M | -0.4% | +16.8% | -17.2% | +2.9% |
| 6M | +26.2% | +18.9% | +7.4% | +28.6% |
| YTD | +73.2% | +37.7% | +35.5% | +72.0% |
| 1Y | +161.6% | +32.4% | +129.2% | +168.5% |
| All | +161.6% | +33.4% | +128.2% | +168.5% |
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