+1,098.9%
ATI vs ALK
-25.3%
+1,124.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.4% | +2.4% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | +2.7% | -19.2% | +21.9% | +11.5% |
| 3M | +16.3% | -1.5% | +17.8% | +15.6% |
| 6M | +30.2% | -13.1% | +43.2% | +34.6% |
| YTD | +83.6% | -16.4% | +100.0% | +90.9% |
| 1Y | +173.0% | -33.1% | +206.1% | +208.5% |
| 3Y | +356.6% | +0.6% | +356.0% | +307.8% |
| All | +1,098.9% | -25.3% | +1,124.2% | +1,096.5% |
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