+1,141.3%
ATI vs ETR
+2,114.0%
-972.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.3% |
| 7D | -0.1% | +1.4% | -1.5% | -0.9% |
| 30D | +2.7% | +1.0% | +1.7% | +2.1% |
| 3M | +16.3% | -1.3% | +17.6% | +16.8% |
| 6M | +30.2% | +1.9% | +28.3% | +27.5% |
| YTD | +83.6% | +18.2% | +65.4% | +64.7% |
| 1Y | +173.0% | +24.7% | +148.3% | +136.4% |
| 3Y | +356.6% | +150.7% | +206.0% | +150.2% |
| 5Y | +1,074.2% | +127.0% | +947.2% | +571.0% |
| 10Y | +1,136.2% | +295.5% | +840.7% | +408.1% |
| All | +1,141.3% | +2,114.0% | -972.8% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling