+1,136.8%
ATI vs ETR
+303.8%
+833.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.1% |
| 30D | -9.5% | +2.0% | -11.5% | -10.6% |
| 3M | +10.4% | -1.7% | +12.1% | +11.1% |
| 6M | +31.8% | +3.6% | +28.2% | +27.9% |
| YTD | +80.0% | +18.0% | +61.9% | +61.8% |
| 1Y | +175.8% | +26.2% | +149.6% | +137.4% |
| 3Y | +364.2% | +148.0% | +216.2% | +152.9% |
| 5Y | +1,076.9% | +126.1% | +950.8% | +567.5% |
| All | +1,136.8% | +303.8% | +833.0% | +644.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling