+86.5%
ATI vs ACI
-18.4%
+104.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | +0.1% |
| 7D | +8.3% | +4.5% | +3.9% | +9.5% |
| 30D | -7.3% | +20.9% | -28.1% | -3.4% |
| 3M | -10.5% | +15.2% | -25.8% | -7.5% |
| 6M | +16.4% | -13.3% | +29.7% | +15.0% |
| YTD | +56.1% | -16.2% | +72.2% | +53.9% |
| 1Y | +86.5% | -16.9% | +103.4% | +82.3% |
| All | +86.5% | -18.4% | +104.9% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling