+723.6%
ATI vs ALHC
-61.4%
+785.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.9% | -3.6% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | -2.5% | -10.6% | +8.0% | -1.8% |
| 3M | -19.4% | -45.3% | +25.9% | -16.1% |
| 6M | +11.1% | -59.7% | +70.8% | +17.3% |
| YTD | +59.5% | -62.7% | +122.3% | +68.9% |
| 1Y | +85.8% | -56.1% | +141.9% | +93.9% |
| 3Y | +311.9% | +21.3% | +290.6% | +274.5% |
| 5Y | +963.2% | -66.0% | +1,029.2% | +988.8% |
| All | +723.6% | -61.4% | +785.0% | +721.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling