+847.6%
ATI vs ALHC
-28.9%
+876.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +2.7% | -1.0% | +3.7% | +2.7% |
| 3M | +16.3% | -10.2% | +26.5% | +16.2% |
| 6M | +30.2% | -28.3% | +58.5% | +32.1% |
| YTD | +83.6% | -31.4% | +115.0% | +86.6% |
| 1Y | +173.0% | -16.9% | +189.9% | +172.9% |
| 3Y | +356.6% | +135.5% | +221.2% | +294.0% |
| 5Y | +1,074.2% | -33.6% | +1,107.8% | +1,043.4% |
| All | +847.6% | -28.9% | +876.5% | +807.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling