+314.3%
ATI vs ACM
-12.3%
+326.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +6.2% | +5.4% | +0.8% | +4.0% |
| 30D | -7.1% | +15.1% | -22.2% | -12.4% |
| 3M | -21.3% | -10.5% | -10.9% | -17.7% |
| 6M | +6.5% | -19.7% | +26.2% | +17.4% |
| YTD | +53.2% | -28.8% | +82.0% | +78.0% |
| 1Y | +82.7% | -47.9% | +130.6% | +161.9% |
| 3Y | +314.3% | -12.4% | +326.7% | +312.8% |
| All | +314.3% | -12.3% | +326.6% | +312.8% |
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