-35.6%
ELAN vs ATI
+591.6%
-627.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -5.4% | -5.6% | +0.2% | -3.9% |
| 30D | +4.7% | -13.7% | +18.4% | +8.9% |
| 3M | -3.7% | -0.4% | -3.3% | -4.5% |
| 6M | -1.2% | +26.2% | -27.4% | -8.2% |
| YTD | +2.4% | +73.2% | -70.8% | -12.9% |
| 1Y | +23.4% | +161.6% | -138.2% | -6.5% |
| 3Y | +96.7% | +346.2% | -249.5% | +24.5% |
| 5Y | -30.6% | +1,047.6% | -1,078.2% | -66.5% |
| All | -35.6% | +591.6% | -627.3% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling