+1,141.3%
ATI vs EXPD
+2,338.5%
-1,197.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.4% |
| 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% | +4.8% |
| 6M | +30.2% | +29.2% | +0.9% | +9.7% |
| YTD | +83.6% | +27.4% | +56.2% | +53.6% |
| 1Y | +173.0% | +56.8% | +116.2% | +98.5% |
| 3Y | +356.6% | +68.0% | +288.6% | +210.6% |
| 5Y | +1,074.2% | +61.9% | +1,012.3% | +689.6% |
| 10Y | +1,136.2% | +316.0% | +820.2% | +367.4% |
| All | +1,141.3% | +2,338.5% | -1,197.3% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling