+178.5%
EXE vs ATI
+1,020.5%
-842.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -1.7% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +8.5% | +2.7% | +5.8% | +7.7% |
| 3M | +5.5% | +16.3% | -10.9% | +1.7% |
| 6M | -5.9% | +30.2% | -36.1% | -12.0% |
| YTD | -9.7% | +83.6% | -93.3% | -22.2% |
| 1Y | +3.6% | +173.0% | -169.4% | -19.3% |
| 3Y | +18.0% | +356.6% | -338.6% | -23.4% |
| 5Y | +109.4% | +1,074.2% | -964.8% | -0.8% |
| All | +178.5% | +1,020.5% | -842.0% | +31.1% |
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