+1,124.2%
ATI vs EXPD
+304.0%
+820.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +5.8% |
| 7D | +6.2% | -7.2% | +13.3% | +10.9% |
| 30D | -7.1% | -3.3% | -3.8% | -5.2% |
| 3M | -21.3% | +3.4% | -24.7% | -23.1% |
| 6M | +6.5% | +22.7% | -16.2% | -6.6% |
| YTD | +53.2% | +24.5% | +28.7% | +29.6% |
| 1Y | +82.7% | +38.6% | +44.1% | +44.0% |
| 3Y | +314.3% | +71.5% | +242.8% | +170.4% |
| 5Y | +890.9% | +56.2% | +834.7% | +568.4% |
| All | +1,124.2% | +304.0% | +820.1% | +280.9% |
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