-40.6%
ACN vs ATI
+1,074.8%
-1,115.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.3% | -3.7% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | +9.4% | +2.7% | +6.7% | +8.8% |
| 3M | +5.6% | +16.3% | -10.7% | +2.8% |
| 6M | -9.3% | +30.2% | -39.4% | -13.8% |
| YTD | -29.0% | +83.6% | -112.5% | -36.8% |
| 1Y | -24.7% | +173.0% | -197.7% | -38.2% |
| 3Y | -39.8% | +356.6% | -396.5% | -57.1% |
| All | -40.6% | +1,074.8% | -1,115.4% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling