+2,143.3%
ATI vs ACI
+25.9%
+2,117.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | -0.1% | +0.2% | -0.2% | -0.1% |
| 30D | +2.7% | +5.9% | -3.2% | +2.2% |
| 3M | +16.3% | -19.8% | +36.1% | +18.1% |
| 6M | +30.2% | -24.7% | +54.9% | +32.7% |
| YTD | +83.6% | -24.4% | +107.9% | +86.8% |
| 1Y | +173.0% | -31.5% | +204.5% | +180.9% |
| 3Y | +356.6% | -38.7% | +395.3% | +374.5% |
| 5Y | +1,074.2% | -42.8% | +1,117.0% | +1,109.5% |
| All | +2,143.3% | +25.9% | +2,117.5% | +2,456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling