+346.7%
ATI vs ET
+97.8%
+248.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -2.7% | +1.4% | -4.1% | -3.4% |
| 30D | -13.5% | +4.6% | -18.1% | -15.5% |
| 3M | +8.5% | +16.0% | -7.5% | +0.1% |
| 6M | +25.2% | +22.8% | +2.4% | +10.5% |
| YTD | +73.4% | +38.9% | +34.6% | +41.0% |
| 1Y | +160.5% | +34.1% | +126.4% | +116.5% |
| All | +346.7% | +97.8% | +248.9% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling