+280.4%
EMR vs ATI
+961.4%
-681.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.8% | +1.2% |
| 7D | +2.8% | +4.2% | -1.3% | +1.5% |
| 30D | +3.7% | -2.5% | +6.2% | +4.0% |
| 3M | +2.0% | -19.4% | +21.5% | +8.3% |
| 6M | +22.1% | +11.1% | +11.0% | +16.7% |
| YTD | +27.2% | +59.5% | -32.3% | +8.7% |
| 1Y | +32.0% | +85.8% | -53.7% | +7.6% |
| 3Y | +103.3% | +311.9% | -208.6% | +24.3% |
| 5Y | +88.2% | +963.2% | -875.0% | -17.3% |
| All | +280.4% | +961.4% | -681.0% | +47.5% |
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