+610.6%
ATI vs ALC
+26.4%
+584.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.9% |
| 7D | +13.0% | -6.2% | +19.1% | +16.7% |
| 30D | +0.2% | +14.0% | -13.8% | -7.5% |
| 3M | -17.5% | -2.4% | -15.1% | -17.2% |
| 6M | +18.1% | +12.6% | +5.5% | +7.9% |
| YTD | +65.7% | -8.4% | +74.1% | +69.1% |
| 1Y | +91.9% | -9.1% | +101.1% | +96.5% |
| 3Y | +335.2% | -0.3% | +335.5% | +302.5% |
| 5Y | +1,004.3% | -9.9% | +1,014.2% | +959.0% |
| All | +610.6% | +26.4% | +584.3% | +359.4% |
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