+369.3%
ATI vs ALC
-13.4%
+382.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.7% |
| 7D | -0.1% | -2.1% | +2.0% | +0.6% |
| 30D | +2.7% | -0.1% | +2.8% | +2.5% |
| 3M | +16.3% | +5.9% | +10.4% | +13.3% |
| 6M | +30.2% | -15.9% | +46.1% | +38.3% |
| YTD | +83.6% | -10.1% | +93.7% | +89.5% |
| 1Y | +173.0% | -10.2% | +183.2% | +181.1% |
| All | +369.3% | -13.4% | +382.6% | +405.7% |
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