+19.4%
ETN vs ATI
+159.9%
-140.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -5.6% | +9.2% | +6.5% |
| 30D | -7.5% | -13.7% | +6.2% | -0.5% |
| 3M | +8.3% | -0.4% | +8.7% | +8.0% |
| 6M | +20.2% | +26.2% | -6.0% | +7.0% |
| YTD | +34.7% | +73.2% | -38.5% | +6.7% |
| 1Y | +19.4% | +161.6% | -142.2% | -15.8% |
| All | +19.4% | +159.9% | -140.4% | -15.8% |
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