+2,419.4%
ELV vs ATI
+1,821.8%
+597.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -2.2% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +4.2% | +2.7% | +1.5% | +3.6% |
| 3M | -0.1% | +16.3% | -16.4% | -2.8% |
| 6M | +41.3% | +30.2% | +11.1% | +34.3% |
| YTD | +17.4% | +83.6% | -66.1% | +5.6% |
| 1Y | +35.1% | +173.0% | -137.9% | +13.7% |
| 3Y | -3.2% | +356.6% | -359.9% | -27.4% |
| 5Y | +15.6% | +1,074.2% | -1,058.6% | -27.8% |
| 10Y | +276.8% | +1,136.2% | -859.4% | +108.3% |
| All | +2,419.4% | +1,821.8% | +597.6% | +935.9% |
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