+280.3%
EMR vs ATI
+1,002.4%
-722.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | +2.7% | +13.0% | -10.3% | -1.2% |
| 30D | +2.1% | +0.2% | +1.9% | +1.6% |
| 3M | +2.3% | -17.5% | +19.7% | +7.8% |
| 6M | +22.5% | +18.1% | +4.4% | +14.9% |
| YTD | +27.2% | +65.7% | -38.5% | +7.4% |
| 1Y | +28.0% | +91.9% | -63.9% | +3.4% |
| 3Y | +103.4% | +335.2% | -231.8% | +22.3% |
| 5Y | +88.2% | +1,004.3% | -916.1% | -18.3% |
| All | +280.3% | +1,002.4% | -722.1% | +45.8% |
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