+1,697.2%
ACN vs ATI
+1,453.5%
+243.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.3% | -3.8% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | +9.4% | +2.7% | +6.7% | +8.6% |
| 3M | +5.6% | +16.3% | -10.7% | +1.8% |
| 6M | -9.3% | +30.2% | -39.4% | -15.0% |
| YTD | -29.0% | +83.6% | -112.5% | -37.8% |
| 1Y | -24.7% | +173.0% | -197.7% | -39.0% |
| 3Y | -39.8% | +356.6% | -396.5% | -57.1% |
| 5Y | -40.9% | +1,074.2% | -1,115.1% | -65.5% |
| 10Y | +91.1% | +1,136.2% | -1,045.1% | -3.2% |
| All | +1,697.2% | +1,453.5% | +243.7% | +505.6% |
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 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