+556.9%
ATI vs ALC
+31.8%
+525.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.5% |
| 7D | +6.2% | +4.9% | +1.3% | +3.2% |
| 30D | -7.1% | +19.0% | -26.0% | -16.1% |
| 3M | -21.3% | +7.8% | -29.1% | -25.3% |
| 6M | +6.5% | +14.6% | -8.1% | -3.4% |
| YTD | +53.2% | -4.4% | +57.6% | +53.0% |
| 1Y | +82.7% | +1.4% | +81.3% | +75.4% |
| 3Y | +314.3% | +2.5% | +311.8% | +278.6% |
| 5Y | +890.9% | -10.9% | +901.8% | +871.5% |
| All | +556.9% | +31.8% | +525.1% | +315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling