+389.6%
ATI vs ET
+1,447.8%
-1,058.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | -9.5% | +5.3% | -14.8% | -11.9% |
| 3M | +10.4% | +15.6% | -5.3% | +2.0% |
| 6M | +31.8% | +20.6% | +11.2% | +18.6% |
| YTD | +80.0% | +38.5% | +41.4% | +50.6% |
| 1Y | +175.8% | +35.7% | +140.1% | +132.9% |
| 3Y | +364.2% | +98.4% | +265.9% | +222.0% |
| 5Y | +1,076.9% | +245.3% | +831.6% | +512.4% |
| 10Y | +1,178.1% | +173.7% | +1,004.3% | +589.8% |
| All | +389.6% | +1,447.8% | -1,058.3% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling