-41.5%
ACHR vs ATI
+1,144.4%
-1,185.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.8% |
| 7D | +4.9% | +3.2% | +1.7% | +3.4% |
| 30D | +4.3% | -9.0% | +13.3% | +8.4% |
| 3M | +1.7% | +15.1% | -13.3% | -4.9% |
| 6M | -6.9% | +38.1% | -45.0% | -19.9% |
| YTD | -22.5% | +80.7% | -103.1% | -40.3% |
| 1Y | -31.5% | +167.5% | -199.0% | -55.5% |
| 3Y | -14.4% | +366.0% | -380.4% | -55.8% |
| 5Y | -41.6% | +1,088.8% | -1,130.4% | -73.9% |
| All | -41.5% | +1,144.4% | -1,185.9% | -73.1% |
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