-36.5%
ELAN vs ATI
+592.4%
-628.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.7% | -1.9% |
| 7D | -6.4% | -2.7% | -3.7% | -5.7% |
| 30D | +0.6% | -13.5% | +14.1% | +4.5% |
| 3M | 0.0% | +8.5% | -8.6% | -3.2% |
| 6M | -3.4% | +25.2% | -28.6% | -10.1% |
| YTD | +1.0% | +73.4% | -72.4% | -14.1% |
| 1Y | +24.7% | +160.5% | -135.8% | -5.4% |
| 3Y | +97.2% | +347.3% | -250.1% | +24.8% |
| 5Y | -31.5% | +1,049.0% | -1,080.5% | -67.0% |
| All | -36.5% | +592.4% | -628.9% | -71.0% |
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