+15.6%
EMR vs ATI
+166.4%
-150.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.9% | +2.4% | -1.5% | 0.0% |
| 30D | -5.0% | -9.5% | +4.5% | -1.3% |
| 3M | +5.9% | +10.4% | -4.5% | +0.6% |
| 6M | +7.3% | +31.8% | -24.5% | -6.2% |
| YTD | +14.6% | +80.0% | -65.4% | -7.4% |
| 1Y | +15.6% | +175.8% | -160.2% | -10.4% |
| All | +15.6% | +166.4% | -150.8% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling