+24.8%
ELV vs ATI
+1,021.8%
-997.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.7% | +8.6% | +5.2% |
| 7D | +0.4% | -2.7% | +3.1% | +0.6% |
| 30D | +6.7% | -13.5% | +20.2% | +7.9% |
| 3M | +3.0% | +8.5% | -5.6% | +2.0% |
| 6M | +48.0% | +25.2% | +22.8% | +44.4% |
| YTD | +20.0% | +73.4% | -53.4% | +13.7% |
| 1Y | +37.9% | +160.5% | -122.6% | +25.9% |
| 3Y | -2.8% | +347.3% | -350.1% | -17.9% |
| 5Y | +24.8% | +1,049.0% | -1,024.2% | -5.0% |
| All | +24.8% | +1,021.8% | -997.0% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling