+565.0%
ATI vs ALLE
+260.9%
+304.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.2% |
| 7D | -0.1% | -0.2% | +0.2% | +0.1% |
| 30D | +2.7% | -6.8% | +9.5% | +8.3% |
| 3M | +16.3% | +21.0% | -4.7% | -1.4% |
| 6M | +30.2% | +1.1% | +29.1% | +27.3% |
| YTD | +83.6% | -0.5% | +84.1% | +79.7% |
| 1Y | +173.0% | -7.3% | +180.3% | +181.4% |
| 3Y | +356.6% | +42.3% | +314.4% | +217.6% |
| 5Y | +1,074.2% | +13.5% | +1,060.7% | +862.5% |
| 10Y | +1,136.2% | +144.0% | +992.2% | +436.2% |
| All | +565.0% | +260.9% | +304.1% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling