+97.0%
ATI vs ACM
+250.7%
-153.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.2% | 0.0% | +1.2% |
| 7D | +6.0% | +6.9% | -0.9% | +0.8% |
| 30D | -3.6% | +19.1% | -22.7% | -15.7% |
| 3M | -18.9% | -6.9% | -11.9% | -16.8% |
| 6M | +16.7% | -12.0% | +28.7% | +22.5% |
| YTD | +61.1% | -25.1% | +86.2% | +88.1% |
| 1Y | +89.3% | -45.4% | +134.7% | +180.2% |
| 3Y | +333.3% | -6.9% | +340.2% | +316.0% |
| 5Y | +954.5% | +3.7% | +950.7% | +817.8% |
| 10Y | +1,067.0% | +135.8% | +931.2% | +450.4% |
| All | +97.0% | +250.7% | -153.6% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling