+277.4%
EMR vs ATI
+1,068.2%
-790.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.9% | +2.4% | -1.5% | +0.2% |
| 30D | -5.0% | -9.5% | +4.5% | -2.1% |
| 3M | +5.9% | +10.4% | -4.5% | +2.2% |
| 6M | +7.3% | +31.8% | -24.5% | -2.0% |
| YTD | +14.6% | +80.0% | -65.4% | -4.9% |
| 1Y | +15.6% | +175.8% | -160.2% | -16.1% |
| 3Y | +60.2% | +364.2% | -304.1% | -4.7% |
| 5Y | +65.8% | +1,076.9% | -1,011.0% | -28.5% |
| 10Y | +277.4% | +1,178.1% | -900.7% | +36.9% |
| All | +277.4% | +1,068.2% | -790.8% | +36.9% |
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 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