+2,427.5%
ACN vs ATI
+1,196.4%
+1,231.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.5% |
| 7D | +0.9% | +6.2% | -5.3% | -0.3% |
| 30D | +33.5% | -7.1% | +40.6% | +34.5% |
| 3M | +53.5% | -21.3% | +74.8% | +58.7% |
| 6M | +52.2% | +6.5% | +45.7% | +47.6% |
| YTD | -0.1% | +53.2% | -53.3% | -10.4% |
| 1Y | +11.0% | +82.7% | -71.7% | -3.7% |
| 3Y | -11.8% | +314.3% | -326.1% | -36.4% |
| 5Y | -22.8% | +890.9% | -913.7% | -53.8% |
| 10Y | +162.4% | +1,142.3% | -979.9% | +32.3% |
| All | +2,427.5% | +1,196.4% | +1,231.1% | +772.9% |
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