+1,070.3%
ATI vs EXPD
+314.6%
+755.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.5% |
| 7D | -0.1% | -1.1% | +1.1% | +0.7% |
| 30D | +2.7% | +4.1% | -1.4% | +0.1% |
| 3M | +16.3% | +17.9% | -1.6% | +4.9% |
| 6M | +30.2% | +29.2% | +0.9% | +9.8% |
| YTD | +83.6% | +27.4% | +56.2% | +53.4% |
| 1Y | +173.0% | +56.8% | +116.2% | +96.3% |
| 3Y | +356.6% | +68.0% | +288.6% | +203.3% |
| 5Y | +1,074.2% | +61.9% | +1,012.3% | +665.4% |
| All | +1,070.3% | +314.6% | +755.7% | +247.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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