+151.4%
EXE vs ATI
+911.5%
-760.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +3.6% | +13.0% | -9.4% | +1.2% |
| 30D | -4.3% | +0.2% | -4.5% | -4.7% |
| 3M | -7.7% | -17.5% | +9.8% | -4.8% |
| 6M | -7.2% | +18.1% | -25.4% | -11.5% |
| YTD | -18.5% | +65.7% | -84.2% | -28.7% |
| 1Y | -24.4% | +91.9% | -116.3% | -36.1% |
| 3Y | +21.6% | +335.2% | -313.7% | -21.0% |
| 5Y | +77.3% | +1,004.3% | -927.0% | -15.9% |
| All | +151.4% | +911.5% | -760.1% | +20.1% |
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