+930.3%
ATI vs ETR
+378.9%
+551.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +4.2% | +1.2% | +3.0% | +3.5% |
| 30D | -2.5% | +7.0% | -9.5% | -6.3% |
| 3M | -19.4% | +4.6% | -24.0% | -21.6% |
| 6M | +11.1% | +0.1% | +10.9% | +10.3% |
| YTD | +59.5% | +23.2% | +36.4% | +39.8% |
| 1Y | +85.8% | +20.6% | +65.2% | +64.7% |
| 3Y | +311.9% | +156.3% | +155.6% | +120.7% |
| 5Y | +963.2% | +159.6% | +803.6% | +449.9% |
| All | +930.3% | +378.9% | +551.4% | +560.3% |
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