+502.5%
EWT vs ATI
+1,265.8%
-763.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.9% | +1.0% |
| 7D | +9.1% | +4.2% | +5.0% | +8.1% |
| 30D | -12.2% | -2.5% | -9.7% | -11.8% |
| 3M | -9.4% | -19.4% | +10.0% | -5.1% |
| 6M | +2.7% | +11.1% | -8.4% | 0.0% |
| YTD | +53.3% | +59.5% | -6.3% | +37.3% |
| 1Y | +59.2% | +85.8% | -26.6% | +37.7% |
| 3Y | +157.1% | +311.9% | -154.8% | +79.9% |
| 5Y | +119.6% | +963.2% | -843.6% | +20.2% |
| 10Y | +446.9% | +977.6% | -530.7% | +151.7% |
| All | +502.5% | +1,265.8% | -763.3% | +84.2% |
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