+2,019.3%
ATI vs ACI
+17.4%
+2,001.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.6% |
| 7D | -2.7% | -7.1% | +4.4% | -2.2% |
| 30D | -13.5% | -4.5% | -9.0% | -13.2% |
| 3M | +8.5% | -22.3% | +30.8% | +10.4% |
| 6M | +25.2% | -28.4% | +53.6% | +28.1% |
| YTD | +73.4% | -29.5% | +102.9% | +77.4% |
| 1Y | +160.5% | -34.2% | +194.7% | +168.4% |
| 3Y | +347.3% | -45.7% | +393.0% | +370.1% |
| 5Y | +1,049.0% | -40.8% | +1,089.7% | +1,086.9% |
| All | +2,019.3% | +17.4% | +2,001.9% | +2,328.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling