+86.3%
ATI vs ACI
-21.6%
+107.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -0.7% |
| 7D | +1.3% | -0.6% | +1.9% | +1.3% |
| 30D | -4.8% | +9.5% | -14.3% | -2.7% |
| 3M | -19.9% | +10.1% | -30.0% | -18.0% |
| 6M | +15.4% | -15.4% | +30.7% | +13.3% |
| YTD | +59.2% | -19.5% | +78.8% | +55.6% |
| 1Y | +86.3% | -21.0% | +107.2% | +82.3% |
| All | +86.3% | -21.6% | +107.8% | +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