+832.6%
ATI vs ALHC
-29.3%
+862.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +3.2% | -1.0% | +4.1% | +3.2% |
| 30D | -9.0% | -6.3% | -2.7% | -8.6% |
| 3M | +15.1% | -12.3% | +27.4% | +15.2% |
| 6M | +38.1% | -27.0% | +65.1% | +39.9% |
| YTD | +80.7% | -31.8% | +112.5% | +83.7% |
| 1Y | +167.5% | -17.0% | +184.5% | +167.5% |
| 3Y | +366.0% | +159.8% | +206.1% | +297.8% |
| 5Y | +1,088.8% | -25.1% | +1,113.9% | +1,041.7% |
| All | +832.6% | -29.3% | +862.0% | +793.2% |
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