-2.0%
ELV vs ATI
+334.9%
-336.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -0.5% | +13.0% | -13.4% | -0.8% |
| 30D | +1.1% | +0.2% | +0.9% | +1.1% |
| 3M | +8.2% | -17.5% | +25.7% | +8.9% |
| 6M | +10.2% | +18.1% | -7.9% | +9.1% |
| YTD | +24.4% | +65.7% | -41.3% | +21.0% |
| 1Y | +33.8% | +91.9% | -58.1% | +29.3% |
| All | -2.0% | +334.9% | -336.9% | -7.6% |
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 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