+949.2%
ATI vs ALK
-31.3%
+980.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.3% | -3.2% |
| 7D | +4.2% | -1.2% | +5.3% | +4.5% |
| 30D | -2.5% | +7.7% | -10.2% | -5.9% |
| 3M | -19.4% | -19.0% | -0.4% | -13.2% |
| 6M | +11.1% | -0.2% | +11.3% | +8.4% |
| YTD | +59.5% | -23.5% | +83.0% | +70.4% |
| 1Y | +85.8% | -9.1% | +94.9% | +84.6% |
| 3Y | +311.9% | +12.0% | +299.9% | +244.4% |
| All | +949.2% | -31.3% | +980.6% | +965.6% |
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 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