+3,585.7%
ALNY vs ATI
+2,031.3%
+1,554.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -3.5% | +2.4% | -5.9% | -4.0% |
| 30D | +18.9% | -9.5% | +28.4% | +21.5% |
| 3M | -13.3% | +10.4% | -23.7% | -16.2% |
| 6M | -20.3% | +31.8% | -52.1% | -26.4% |
| YTD | -35.1% | +80.0% | -115.1% | -44.4% |
| 1Y | -46.5% | +175.8% | -222.3% | -58.7% |
| 3Y | +28.1% | +364.2% | -336.2% | -17.1% |
| 5Y | +36.1% | +1,076.9% | -1,040.8% | -32.8% |
| 10Y | +269.7% | +1,178.1% | -908.4% | +44.3% |
| All | +3,585.7% | +2,031.3% | +1,554.4% | +1,199.5% |
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