+1,055.0%
ATI vs ALLY
+178.4%
+876.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | +0.5% |
| 7D | +3.2% | +1.0% | +2.1% | +2.5% |
| 30D | -9.0% | -3.3% | -5.7% | -7.2% |
| 3M | +15.1% | +0.5% | +14.6% | +14.3% |
| 6M | +38.1% | +12.6% | +25.5% | +27.2% |
| YTD | +80.7% | -4.7% | +85.3% | +83.4% |
| 1Y | +167.5% | +5.2% | +162.3% | +153.3% |
| 3Y | +366.0% | +66.5% | +299.5% | +207.4% |
| 5Y | +1,088.8% | +0.2% | +1,088.5% | +904.8% |
| 10Y | +1,055.0% | +180.8% | +874.2% | +292.3% |
| All | +1,055.0% | +178.4% | +876.6% | +292.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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