+39.8%
EXPE vs ATI
+958.1%
-918.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -1.5% |
| 7D | -13.3% | +6.0% | -19.3% | -14.7% |
| 30D | -5.5% | -3.6% | -1.8% | -4.9% |
| 3M | -16.5% | -18.9% | +2.4% | -12.1% |
| 6M | +13.1% | +16.7% | -3.6% | +5.4% |
| YTD | -8.0% | +61.1% | -69.1% | -24.4% |
| 1Y | +1.1% | +89.3% | -88.2% | -21.5% |
| 3Y | +131.2% | +333.3% | -202.2% | +22.1% |
| 5Y | +39.8% | +954.5% | -914.7% | -47.4% |
| All | +39.8% | +958.1% | -918.3% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling