+996.8%
ATI vs ALK
-39.7%
+1,036.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +1.3% | +12.9% | -11.6% | -4.9% |
| 30D | -4.8% | +5.5% | -10.3% | -8.1% |
| 3M | -19.9% | -12.1% | -7.8% | -15.6% |
| 6M | +15.4% | +1.7% | +13.6% | +10.6% |
| YTD | +59.2% | -17.4% | +76.6% | +66.6% |
| 1Y | +86.3% | -1.9% | +88.2% | +77.2% |
| 3Y | +318.2% | +21.2% | +297.0% | +217.9% |
| 5Y | +958.6% | -27.8% | +986.4% | +940.7% |
| 10Y | +996.8% | -41.0% | +1,037.8% | +906.7% |
| All | +996.8% | -39.7% | +1,036.5% | +906.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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