+1,098.9%
ATI vs EXPD
+61.6%
+1,037.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.7% |
| 7D | -0.1% | -1.1% | +1.1% | +0.4% |
| 30D | +2.7% | +4.1% | -1.4% | +1.1% |
| 3M | +16.3% | +17.9% | -1.6% | +9.1% |
| 6M | +30.2% | +29.2% | +0.9% | +17.2% |
| YTD | +83.6% | +27.4% | +56.2% | +64.3% |
| 1Y | +173.0% | +56.8% | +116.2% | +121.4% |
| 3Y | +356.6% | +68.0% | +288.6% | +252.5% |
| All | +1,098.9% | +61.6% | +1,037.4% | +752.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling