+158.0%
EXPE vs ATI
+1,068.2%
-910.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -11.5% | +2.4% | -13.9% | -12.2% |
| 30D | -13.1% | -9.5% | -3.6% | -10.5% |
| 3M | +18.1% | +10.4% | +7.8% | +13.2% |
| 6M | +13.3% | +31.8% | -18.5% | +1.8% |
| YTD | -3.2% | +80.0% | -83.2% | -22.2% |
| 1Y | +26.1% | +175.8% | -149.7% | -12.3% |
| 3Y | +151.7% | +364.2% | -212.5% | +39.6% |
| 5Y | +88.3% | +1,076.9% | -988.5% | -25.0% |
| 10Y | +158.0% | +1,178.1% | -1,020.1% | -12.7% |
| All | +158.0% | +1,068.2% | -910.2% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling