+1,124.2%
ATI vs ALLE
+222.4%
+901.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.4% | +5.1% |
| 7D | +6.2% | -0.6% | +6.7% | +6.6% |
| 30D | -7.1% | +25.3% | -32.4% | -23.0% |
| 3M | -21.3% | +10.3% | -31.6% | -28.4% |
| 6M | +6.5% | +38.0% | -31.6% | -19.8% |
| YTD | +53.2% | +17.8% | +35.4% | +29.4% |
| 1Y | +82.7% | +13.6% | +69.1% | +58.8% |
| 3Y | +314.3% | +89.2% | +225.1% | +123.7% |
| 5Y | +890.9% | +51.1% | +839.9% | +528.1% |
| All | +1,124.2% | +222.4% | +901.7% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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