+153.7%
ACN vs ATI
+1,024.4%
-870.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +1.6% | +1.3% | +0.2% | +1.3% |
| 30D | +24.6% | -4.8% | +29.4% | +25.0% |
| 3M | +46.2% | -19.9% | +66.1% | +50.1% |
| 6M | +46.2% | +15.4% | +30.8% | +40.3% |
| YTD | -0.9% | +59.2% | -60.1% | -11.0% |
| 1Y | +8.8% | +86.3% | -77.5% | -5.1% |
| 3Y | -14.3% | +318.2% | -332.5% | -37.4% |
| 5Y | -22.6% | +958.6% | -981.3% | -53.0% |
| 10Y | +153.7% | +996.8% | -843.0% | +43.6% |
| All | +153.7% | +1,024.4% | -870.7% | +43.6% |
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