+687.2%
ATI vs ALC
+24.0%
+663.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +4.2% |
| 7D | -0.1% | -2.1% | +2.0% | +1.1% |
| 30D | +2.7% | -0.1% | +2.8% | +2.4% |
| 3M | +16.3% | +5.9% | +10.4% | +11.4% |
| 6M | +30.2% | -15.9% | +46.1% | +41.7% |
| YTD | +83.6% | -10.1% | +93.7% | +91.0% |
| 1Y | +173.0% | -10.2% | +183.2% | +182.6% |
| 3Y | +356.6% | -13.6% | +370.2% | +368.3% |
| 5Y | +1,074.2% | -15.1% | +1,089.3% | +1,083.8% |
| All | +687.2% | +24.0% | +663.2% | +418.9% |
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