+32.0%
EMR vs ATI
+81.3%
-49.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.8% | +1.5% |
| 7D | +2.8% | +4.2% | -1.3% | +1.1% |
| 30D | +3.7% | -2.5% | +6.2% | +4.3% |
| 3M | +2.0% | -19.4% | +21.5% | +11.5% |
| 6M | +22.1% | +11.1% | +11.0% | +11.9% |
| YTD | +27.2% | +59.5% | -32.3% | -3.2% |
| 1Y | +32.0% | +85.8% | -53.7% | -7.2% |
| All | +32.0% | +81.3% | -49.3% | -7.2% |
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