+3,051.0%
ENB vs ATI
+983.6%
+2,067.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | -1.8% | +4.7% | -6.5% | -2.6% |
| 30D | +2.0% | -0.2% | +2.3% | +1.7% |
| 3M | -5.8% | -18.5% | +12.7% | -3.2% |
| 6M | -9.7% | +16.4% | -26.0% | -12.8% |
| YTD | +4.2% | +63.4% | -59.2% | -5.4% |
| 1Y | +3.2% | +91.5% | -88.3% | -8.8% |
| 3Y | +70.6% | +329.2% | -258.6% | +27.1% |
| 5Y | +55.1% | +966.7% | -911.6% | -2.9% |
| 10Y | +107.6% | +1,003.8% | -896.2% | +16.4% |
| All | +3,051.0% | +983.6% | +2,067.5% | +1,454.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling