+5,695.1%
ETN vs ATI
+1,093.4%
+4,601.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | +6.2% | +2.4% | +3.8% | +5.5% |
| 30D | -6.7% | -9.5% | +2.8% | -3.9% |
| 3M | +3.6% | +10.4% | -6.8% | +0.7% |
| 6M | +18.3% | +31.8% | -13.5% | +8.8% |
| YTD | +31.5% | +80.0% | -48.5% | +10.1% |
| 1Y | +20.6% | +175.8% | -155.3% | -11.3% |
| 3Y | +82.5% | +364.2% | -281.7% | +11.6% |
| 5Y | +177.8% | +1,076.9% | -899.1% | +24.3% |
| 10Y | +705.0% | +1,178.1% | -473.1% | +195.8% |
| All | +5,695.1% | +1,093.4% | +4,601.7% | +1,477.6% |
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