+314.3%
ATI vs ALC
+2.3%
+312.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.0% |
| 7D | +6.2% | +4.9% | +1.3% | +4.7% |
| 30D | -7.1% | +19.0% | -26.0% | -11.9% |
| 3M | -21.3% | +7.8% | -29.1% | -23.2% |
| 6M | +6.5% | +14.6% | -8.1% | +1.1% |
| YTD | +53.2% | -4.4% | +57.6% | +55.2% |
| 1Y | +82.7% | +1.4% | +81.3% | +80.3% |
| 3Y | +314.3% | +2.5% | +311.8% | +306.3% |
| All | +314.3% | +2.3% | +312.0% | +306.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling