+64.6%
EFA vs ATI
+358.3%
-293.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.5% | +2.4% | -2.9% | -0.9% |
| 30D | -1.3% | -9.5% | +8.1% | +0.3% |
| 3M | +5.2% | +10.4% | -5.2% | +3.0% |
| 6M | +9.4% | +31.8% | -22.5% | +3.4% |
| YTD | +12.7% | +80.0% | -67.3% | +1.6% |
| 1Y | +19.3% | +175.8% | -156.6% | +0.4% |
| All | +64.6% | +358.3% | -293.6% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling