+154.5%
EWT vs ATI
+1,086.3%
-931.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.1% | +2.4% | -0.3% | +1.5% |
| 30D | +9.4% | -9.5% | +18.9% | +11.9% |
| 3M | +10.9% | +10.4% | +0.5% | +8.2% |
| 6M | +57.9% | +31.8% | +26.1% | +47.7% |
| YTD | +75.9% | +80.0% | -4.1% | +54.2% |
| 1Y | +89.7% | +175.8% | -86.1% | +51.8% |
| 3Y | +200.9% | +364.2% | -163.4% | +109.4% |
| 5Y | +154.5% | +1,076.9% | -922.4% | +50.6% |
| All | +154.5% | +1,086.3% | -931.8% | +50.6% |
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 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