+173.0%
ATI vs ACM
-45.8%
+218.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | -0.1% | -3.7% | +3.7% | +0.8% |
| 30D | +2.7% | -11.1% | +13.8% | +6.1% |
| 3M | +16.3% | -8.0% | +24.3% | +18.8% |
| 6M | +30.2% | -29.7% | +59.8% | +44.8% |
| YTD | +83.6% | -29.4% | +112.9% | +101.2% |
| 1Y | +173.0% | -46.4% | +219.4% | +235.3% |
| All | +173.0% | -45.8% | +218.8% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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