+8.8%
ACN vs ATI
+85.0%
-76.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.2% |
| 7D | +1.6% | +1.3% | +0.2% | +2.2% |
| 30D | +24.6% | -4.8% | +29.4% | +23.5% |
| 3M | +46.2% | -19.9% | +66.1% | +37.8% |
| 6M | +46.2% | +15.4% | +30.8% | +52.5% |
| YTD | -0.9% | +59.2% | -60.1% | +13.7% |
| 1Y | +8.8% | +86.3% | -77.5% | +25.1% |
| All | +8.8% | +85.0% | -76.2% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling