+152.3%
ACN vs ATI
+961.4%
-809.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.7% |
| 7D | -3.8% | +4.2% | -8.0% | -4.5% |
| 30D | +16.5% | -2.5% | +19.1% | +16.4% |
| 3M | +41.5% | -19.4% | +60.9% | +45.1% |
| 6M | +60.1% | +11.1% | +49.0% | +54.6% |
| YTD | -3.9% | +59.5% | -63.5% | -13.8% |
| 1Y | +4.1% | +85.8% | -81.7% | -9.2% |
| 3Y | -15.9% | +311.9% | -327.8% | -38.5% |
| 5Y | -26.3% | +963.2% | -989.6% | -55.4% |
| All | +152.3% | +961.4% | -809.1% | +41.7% |
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