+327.8%
ATI vs ETR
+155.5%
+172.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +13.0% | +1.5% | +11.5% | +12.6% |
| 30D | +0.2% | +6.6% | -6.4% | -1.3% |
| 3M | -17.5% | +4.4% | -21.9% | -18.3% |
| 6M | +18.1% | -0.3% | +18.4% | +18.1% |
| YTD | +65.7% | +23.3% | +42.4% | +57.3% |
| 1Y | +91.9% | +18.9% | +73.1% | +83.6% |
| All | +327.8% | +155.5% | +172.3% | +276.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling