+175.8%
ATI vs ACM
-48.7%
+224.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.3% |
| 7D | +2.4% | -3.7% | +6.1% | +3.2% |
| 30D | -9.5% | -12.7% | +3.2% | -6.4% |
| 3M | +10.4% | -9.8% | +20.2% | +12.9% |
| 6M | +31.8% | -31.4% | +63.2% | +46.9% |
| YTD | +80.0% | -32.1% | +112.1% | +98.6% |
| 1Y | +175.8% | -47.8% | +223.6% | +237.2% |
| All | +175.8% | -48.7% | +224.5% | +237.2% |
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 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