+49.5%
EQT vs ATI
+1,155.5%
-1,106.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.4% |
| 7D | -1.2% | -2.7% | +1.5% | -0.6% |
| 30D | +1.1% | -13.5% | +14.6% | +4.3% |
| 3M | +4.8% | +8.5% | -3.7% | +2.1% |
| 6M | -10.6% | +25.2% | -35.8% | -16.5% |
| YTD | +3.4% | +73.4% | -70.0% | -10.8% |
| 1Y | +8.7% | +160.5% | -151.8% | -15.6% |
| 3Y | +35.0% | +347.3% | -312.3% | -11.5% |
| 5Y | +204.2% | +1,049.0% | -844.7% | +56.9% |
| All | +49.5% | +1,155.5% | -1,106.0% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling