+671.8%
ATI vs ALC
+20.4%
+651.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.2% |
| 7D | +2.4% | -5.3% | +7.7% | +5.5% |
| 30D | -9.5% | -7.1% | -2.4% | -5.9% |
| 3M | +10.4% | +0.8% | +9.6% | +8.7% |
| 6M | +31.8% | -16.0% | +47.8% | +43.2% |
| YTD | +80.0% | -12.7% | +92.7% | +90.4% |
| 1Y | +175.8% | -12.8% | +188.7% | +190.2% |
| 3Y | +364.2% | -15.8% | +380.1% | +383.1% |
| 5Y | +1,076.9% | -16.7% | +1,093.5% | +1,093.9% |
| All | +671.8% | +20.4% | +651.5% | +417.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling