+175.7%
ETN vs ATI
+1,021.8%
-846.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -0.2% |
| 7D | +3.0% | -2.7% | +5.7% | +4.0% |
| 30D | -10.9% | -13.5% | +2.6% | -6.5% |
| 3M | +9.2% | +8.5% | +0.7% | +6.3% |
| 6M | +13.9% | +25.2% | -11.3% | +5.7% |
| YTD | +29.5% | +73.4% | -43.9% | +8.7% |
| 1Y | +14.2% | +160.5% | -146.3% | -15.6% |
| 3Y | +79.9% | +347.3% | -267.4% | +10.8% |
| 5Y | +175.7% | +1,049.0% | -873.3% | +37.9% |
| All | +175.7% | +1,021.8% | -846.1% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling