+1,055.0%
ATI vs ALK
-38.6%
+1,093.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | 0.0% |
| 7D | +3.2% | +0.1% | +3.0% | +3.1% |
| 30D | -9.0% | -18.5% | +9.4% | +0.6% |
| 3M | +15.1% | -3.6% | +18.6% | +15.3% |
| 6M | +38.1% | -3.7% | +41.8% | +36.9% |
| YTD | +80.7% | -19.0% | +99.7% | +92.9% |
| 1Y | +167.5% | -36.0% | +203.5% | +218.5% |
| 3Y | +366.0% | +2.3% | +363.7% | +293.2% |
| 5Y | +1,088.8% | -27.8% | +1,116.5% | +1,073.7% |
| 10Y | +1,055.0% | -39.0% | +1,094.0% | +852.6% |
| All | +1,055.0% | -38.6% | +1,093.6% | +852.6% |
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