+94.7%
ATI vs ACM
+252.7%
-158.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.6% |
| 7D | +1.3% | +6.6% | -5.3% | -3.5% |
| 30D | -4.8% | +19.8% | -24.5% | -17.1% |
| 3M | -19.9% | -3.1% | -16.8% | -20.3% |
| 6M | +15.4% | -11.5% | +26.9% | +20.6% |
| YTD | +59.2% | -24.7% | +83.9% | +85.1% |
| 1Y | +86.3% | -45.1% | +131.3% | +174.3% |
| 3Y | +318.2% | -8.9% | +327.1% | +308.4% |
| 5Y | +958.6% | +5.4% | +953.2% | +809.9% |
| 10Y | +996.8% | +131.1% | +865.7% | +424.7% |
| All | +94.7% | +252.7% | -158.0% | -32.7% |
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