+1,088.8%
ATI vs ACI
-44.9%
+1,133.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.3% |
| 7D | +3.2% | -2.6% | +5.7% | +3.4% |
| 30D | -9.0% | +1.1% | -10.1% | -9.1% |
| 3M | +15.1% | -23.6% | +38.7% | +18.2% |
| 6M | +38.1% | -29.9% | +68.1% | +43.3% |
| YTD | +80.7% | -26.9% | +107.5% | +85.5% |
| 1Y | +167.5% | -34.2% | +201.8% | +179.7% |
| 3Y | +366.0% | -43.6% | +409.6% | +398.6% |
| 5Y | +1,088.8% | -42.4% | +1,131.2% | +1,140.8% |
| All | +1,088.8% | -44.9% | +1,133.7% | +1,140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling