+83.8%
EMR vs ATI
+906.2%
-822.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -1.5% |
| 7D | -1.6% | +6.2% | -7.7% | -3.5% |
| 30D | +2.0% | -7.1% | +9.0% | +3.9% |
| 3M | +3.8% | -21.3% | +25.1% | +11.2% |
| 6M | +10.5% | +6.5% | +4.0% | +6.9% |
| YTD | +23.7% | +53.2% | -29.5% | +7.1% |
| 1Y | +25.4% | +82.7% | -57.3% | +3.0% |
| 3Y | +86.6% | +314.3% | -227.7% | +14.2% |
| All | +83.8% | +906.2% | -822.4% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling