+1,098.9%
ATI vs ALC
-16.0%
+1,114.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.8% |
| 7D | -0.1% | -2.1% | +2.0% | +0.7% |
| 30D | +2.7% | -0.1% | +2.8% | +2.5% |
| 3M | +16.3% | +5.9% | +10.4% | +13.1% |
| 6M | +30.2% | -15.9% | +46.1% | +38.2% |
| YTD | +83.6% | -10.1% | +93.7% | +89.2% |
| 1Y | +173.0% | -10.2% | +183.2% | +180.6% |
| 3Y | +356.6% | -13.6% | +370.2% | +371.7% |
| All | +1,098.9% | -16.0% | +1,114.9% | +1,098.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling