+1.6%
ECL vs ATI
+166.4%
-164.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -2.7% | +2.4% | -5.2% | -3.0% |
| 30D | -4.3% | -9.5% | +5.2% | -3.5% |
| 3M | +3.2% | +10.4% | -7.2% | +1.7% |
| 6M | -2.9% | +31.8% | -34.7% | -7.4% |
| YTD | +4.3% | +80.0% | -75.7% | +0.2% |
| 1Y | +1.6% | +175.8% | -174.2% | +0.2% |
| All | +1.6% | +166.4% | -164.8% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling