+901.1%
ATI vs ALK
-34.8%
+935.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +6.2% | +9.0% | -2.9% | +2.4% |
| 30D | -7.1% | -1.6% | -5.4% | -7.0% |
| 3M | -21.3% | -23.2% | +1.9% | -13.4% |
| 6M | +6.5% | -3.9% | +10.4% | +5.6% |
| YTD | +53.2% | -22.6% | +75.8% | +63.0% |
| 1Y | +82.7% | -5.3% | +88.0% | +78.7% |
| 3Y | +314.3% | +18.6% | +295.7% | +237.3% |
| All | +901.1% | -34.8% | +935.8% | +942.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling