-5.5%
ETN vs ATI
+86.4%
-91.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.7% | -9.2% | -9.5% |
| 7D | -10.1% | +8.3% | -18.5% | -14.1% |
| 30D | -18.4% | -7.3% | -11.1% | -15.0% |
| 3M | -20.4% | -10.5% | -9.9% | -15.9% |
| 6M | -16.0% | +16.4% | -32.4% | -22.5% |
| YTD | +11.8% | +56.1% | -44.3% | -14.3% |
| 1Y | -5.5% | +86.5% | -92.0% | -37.8% |
| All | -5.5% | +86.4% | -91.9% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling