+513.6%
EWT vs ATI
+1,154.1%
-640.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -1.1% | -5.6% | +4.5% | -0.1% |
| 30D | +4.5% | -13.7% | +18.2% | +7.2% |
| 3M | +8.3% | -0.4% | +8.6% | +8.3% |
| 6M | +54.2% | +26.2% | +28.0% | +47.9% |
| YTD | +74.6% | +73.2% | +1.4% | +58.9% |
| 1Y | +84.9% | +161.6% | -76.7% | +56.9% |
| 3Y | +197.5% | +346.2% | -148.6% | +126.7% |
| 5Y | +150.6% | +1,047.6% | -897.0% | +62.9% |
| All | +513.6% | +1,154.1% | -640.5% | +278.6% |
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 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