+970.1%
ATI vs ACM
+131.3%
+838.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.6% |
| 7D | +13.0% | +5.1% | +7.9% | +8.6% |
| 30D | +0.2% | +18.7% | -18.5% | -12.8% |
| 3M | -17.5% | +15.5% | -32.9% | -28.0% |
| 6M | +18.1% | +1.2% | +16.9% | +11.9% |
| YTD | +65.7% | -25.2% | +90.9% | +96.8% |
| 1Y | +91.9% | -46.3% | +138.2% | +202.5% |
| 3Y | +335.2% | -9.6% | +344.8% | +316.8% |
| 5Y | +1,004.3% | +4.4% | +999.9% | +801.1% |
| All | +970.1% | +131.3% | +838.8% | +354.0% |
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