+62.1%
EMR vs ATI
+361.7%
-299.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.1% |
| 7D | +3.1% | +3.2% | -0.1% | +2.0% |
| 30D | -3.5% | -9.0% | +5.5% | -0.6% |
| 3M | +9.8% | +15.1% | -5.3% | +4.2% |
| 6M | +10.8% | +38.1% | -27.3% | -1.0% |
| YTD | +15.9% | +80.7% | -64.7% | -4.2% |
| 1Y | +16.4% | +167.5% | -151.1% | -14.4% |
| 3Y | +62.1% | +366.0% | -303.9% | +1.7% |
| All | +62.1% | +361.7% | -299.6% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling