+33.9%
ALNY vs ATI
+1,029.4%
-995.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.5% | -5.6% | -0.9% | -6.0% |
| 30D | +11.0% | -13.7% | +24.8% | +12.6% |
| 3M | -14.1% | -0.4% | -13.7% | -14.3% |
| 6M | -22.4% | +26.2% | -48.6% | -25.1% |
| YTD | -37.5% | +73.2% | -110.7% | -41.7% |
| 1Y | -46.9% | +161.6% | -208.5% | -52.8% |
| 3Y | +22.1% | +346.2% | -324.1% | -4.2% |
| All | +33.9% | +1,029.4% | -995.5% | +16.8% |
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