+376.6%
EFA vs ATI
+1,236.3%
-859.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.0% |
| 7D | +2.2% | +4.2% | -1.9% | +1.3% |
| 30D | +1.4% | -2.5% | +3.9% | +1.5% |
| 3M | -4.2% | -19.4% | +15.3% | -0.1% |
| 6M | +1.9% | +11.1% | -9.2% | -1.5% |
| YTD | +10.2% | +59.5% | -49.3% | -2.1% |
| 1Y | +12.8% | +85.8% | -73.0% | -3.2% |
| 3Y | +65.2% | +311.9% | -246.7% | +14.1% |
| 5Y | +49.8% | +963.2% | -913.4% | -19.0% |
| 10Y | +145.2% | +977.6% | -832.5% | +12.5% |
| All | +376.6% | +1,236.3% | -859.6% | +78.0% |
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