+1,178.1%
ATI vs ACM
+124.8%
+1,053.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +2.1% |
| 7D | +2.4% | -3.7% | +6.1% | +5.5% |
| 30D | -9.5% | -12.7% | +3.2% | -1.3% |
| 3M | +10.4% | -9.8% | +20.2% | +16.1% |
| 6M | +31.8% | -31.4% | +63.2% | +72.3% |
| YTD | +80.0% | -32.1% | +112.1% | +132.0% |
| 1Y | +175.8% | -47.8% | +223.6% | +341.9% |
| 3Y | +364.2% | -22.1% | +386.3% | +409.1% |
| 5Y | +1,076.9% | +1.8% | +1,075.1% | +882.5% |
| 10Y | +1,178.1% | +132.5% | +1,045.5% | +442.2% |
| All | +1,178.1% | +124.8% | +1,053.3% | +442.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling