+160.5%
ATI vs ETR
+24.7%
+135.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.3% | -3.3% |
| 7D | -2.7% | -1.9% | -0.8% | -2.2% |
| 30D | -13.5% | -0.2% | -13.3% | -13.4% |
| 3M | +8.5% | -3.7% | +12.3% | +9.6% |
| 6M | +25.2% | +2.1% | +23.1% | +24.2% |
| YTD | +73.4% | +16.5% | +56.9% | +66.3% |
| 1Y | +160.5% | +22.5% | +138.0% | +154.3% |
| All | +160.5% | +24.7% | +135.8% | +154.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling