+594.1%
EWT vs ATI
+1,471.4%
-877.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.2% |
| 7D | +4.0% | -0.1% | +4.0% | +4.0% |
| 30D | +10.3% | +2.7% | +7.6% | +9.4% |
| 3M | +6.1% | +16.3% | -10.2% | +2.4% |
| 6M | +56.6% | +30.2% | +26.5% | +47.1% |
| YTD | +76.6% | +83.6% | -7.0% | +53.5% |
| 1Y | +97.9% | +173.0% | -75.1% | +56.7% |
| 3Y | +198.0% | +356.6% | -158.7% | +103.5% |
| 5Y | +151.8% | +1,074.2% | -922.4% | +34.4% |
| 10Y | +514.1% | +1,136.2% | -622.1% | +171.7% |
| All | +594.1% | +1,471.4% | -877.3% | +105.9% |
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 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