-45.3%
ACHR vs ATI
+1,094.5%
-1,139.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.7% | +0.7% |
| 7D | -5.4% | -2.7% | -2.7% | -4.3% |
| 30D | -19.7% | -13.5% | -6.2% | -14.8% |
| 3M | +7.9% | +8.5% | -0.6% | +3.6% |
| 6M | -13.8% | +25.2% | -38.9% | -22.6% |
| YTD | -27.5% | +73.4% | -100.9% | -43.2% |
| 1Y | -33.9% | +160.5% | -194.4% | -56.5% |
| 3Y | -20.0% | +347.3% | -367.3% | -57.9% |
| 5Y | -44.0% | +1,049.0% | -1,092.9% | -74.5% |
| All | -45.3% | +1,094.5% | -1,139.8% | -74.4% |
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 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