+6.5%
ATI vs ALLE
+39.2%
-32.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.4% | +4.4% |
| 7D | +6.2% | -0.6% | +6.7% | +6.3% |
| 30D | -7.1% | +25.3% | -32.4% | -7.6% |
| 3M | -21.3% | +10.3% | -31.6% | -19.3% |
| 6M | +6.5% | +38.0% | -31.6% | +1.4% |
| All | +6.5% | +39.2% | -32.7% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling