+79.0%
ENB vs ATI
+361.7%
-282.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | -0.5% | +3.2% | -3.6% | -0.6% |
| 30D | -0.2% | -9.0% | +8.8% | +0.2% |
| 3M | -7.5% | +15.1% | -22.6% | -8.2% |
| 6M | -4.1% | +38.1% | -42.3% | -5.9% |
| YTD | +9.8% | +80.7% | -70.8% | +6.1% |
| 1Y | +8.7% | +167.5% | -158.8% | +2.6% |
| 3Y | +79.0% | +366.0% | -287.0% | +62.1% |
| All | +79.0% | +361.7% | -282.7% | +62.1% |
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