+949.2%
ATI vs ALLE
+51.6%
+897.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.2% |
| 7D | +4.2% | +3.6% | +0.6% | +2.5% |
| 30D | -2.5% | +25.9% | -28.4% | -13.5% |
| 3M | -19.4% | +15.8% | -35.2% | -25.5% |
| 6M | +11.1% | +48.1% | -37.0% | -10.6% |
| YTD | +59.5% | +22.0% | +37.6% | +41.5% |
| 1Y | +85.8% | +18.0% | +67.7% | +67.7% |
| 3Y | +311.9% | +93.1% | +218.8% | +172.2% |
| All | +949.2% | +51.6% | +897.6% | +650.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling