+1,088.8%
ATI vs ACM
+4.8%
+1,084.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | -9.0% | -12.9% | +3.9% | -2.4% |
| 3M | +15.1% | -6.4% | +21.5% | +17.3% |
| 6M | +38.1% | -29.2% | +67.3% | +68.0% |
| YTD | +80.7% | -29.9% | +110.6% | +117.3% |
| 1Y | +167.5% | -47.3% | +214.8% | +292.8% |
| 3Y | +366.0% | -19.6% | +385.6% | +388.8% |
| 5Y | +1,088.8% | +5.5% | +1,083.2% | +914.6% |
| All | +1,088.8% | +4.8% | +1,084.0% | +914.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling