+3,220.1%
ENB vs ATI
+1,097.9%
+2,122.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -0.5% | +3.2% | -3.6% | -1.0% |
| 30D | -0.2% | -9.0% | +8.8% | +1.2% |
| 3M | -7.5% | +15.1% | -22.6% | -10.1% |
| 6M | -4.1% | +38.1% | -42.3% | -10.0% |
| YTD | +9.8% | +80.7% | -70.8% | -1.5% |
| 1Y | +8.7% | +167.5% | -158.8% | -9.0% |
| 3Y | +79.0% | +366.0% | -287.0% | +32.1% |
| 5Y | +69.1% | +1,088.8% | -1,019.7% | +4.2% |
| 10Y | +96.5% | +1,055.0% | -958.5% | +9.2% |
| All | +3,220.1% | +1,097.9% | +2,122.2% | +1,519.3% |
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