+369.3%
ATI vs ACM
-19.2%
+388.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -0.1% | -3.7% | +3.7% | +1.7% |
| 30D | +2.7% | -11.1% | +13.8% | +8.1% |
| 3M | +16.3% | -8.0% | +24.3% | +19.7% |
| 6M | +30.2% | -29.7% | +59.8% | +55.8% |
| YTD | +83.6% | -29.4% | +112.9% | +115.1% |
| 1Y | +173.0% | -46.4% | +219.4% | +285.4% |
| All | +369.3% | -19.2% | +388.5% | +372.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling