+854.3%
EEM vs ATI
+8,222.6%
-7,368.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.0% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +4.5% | +2.7% | +1.8% | +3.4% |
| 3M | -0.1% | +16.3% | -16.4% | -4.6% |
| 6M | +16.9% | +30.2% | -13.2% | +7.7% |
| YTD | +26.2% | +83.6% | -57.3% | +5.3% |
| 1Y | +40.5% | +173.0% | -132.5% | +4.0% |
| 3Y | +86.2% | +356.6% | -270.5% | +12.8% |
| 5Y | +45.5% | +1,074.2% | -1,028.7% | -36.5% |
| 10Y | +128.6% | +1,136.2% | -1,007.6% | -22.6% |
| All | +854.3% | +8,222.6% | -7,368.3% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling