+393.0%
EFA vs ATI
+1,413.1%
-1,020.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.2% |
| 7D | +1.2% | +3.2% | -2.0% | +0.5% |
| 30D | -0.7% | -9.0% | +8.3% | +1.3% |
| 3M | +6.4% | +15.1% | -8.7% | +2.7% |
| 6M | +11.4% | +38.1% | -26.7% | +2.8% |
| YTD | +14.0% | +80.7% | -66.7% | -1.0% |
| 1Y | +20.2% | +167.5% | -147.3% | -4.7% |
| 3Y | +68.2% | +366.0% | -297.8% | +13.5% |
| 5Y | +54.8% | +1,088.8% | -1,034.0% | -18.2% |
| 10Y | +142.4% | +1,055.0% | -912.6% | +9.2% |
| All | +393.0% | +1,413.1% | -1,020.1% | +80.2% |
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 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