+930.3%
ATI vs ALK
-45.9%
+976.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.3% | -3.0% |
| 7D | +4.2% | -1.2% | +5.3% | +4.6% |
| 30D | -2.5% | +7.7% | -10.2% | -7.0% |
| 3M | -19.4% | -19.0% | -0.4% | -11.6% |
| 6M | +11.1% | -0.2% | +11.3% | +7.4% |
| YTD | +59.5% | -23.5% | +83.0% | +73.2% |
| 1Y | +85.8% | -9.1% | +94.9% | +83.4% |
| 3Y | +311.9% | +12.0% | +299.9% | +225.5% |
| 5Y | +963.2% | -30.9% | +994.1% | +963.2% |
| All | +930.3% | -45.9% | +976.2% | +840.2% |
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