+996.8%
ATI vs ALLY
+182.8%
+813.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | +0.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.7% |
| 30D | -4.8% | +1.1% | -5.9% | -5.6% |
| 3M | -19.9% | -13.2% | -6.7% | -13.1% |
| 6M | +15.4% | -13.5% | +28.8% | +24.6% |
| YTD | +59.2% | -14.3% | +73.5% | +71.9% |
| 1Y | +86.3% | -1.1% | +87.4% | +83.8% |
| 3Y | +318.2% | +62.0% | +256.2% | +180.2% |
| 5Y | +958.6% | -9.6% | +968.3% | +859.5% |
| 10Y | +996.8% | +176.0% | +820.8% | +241.2% |
| All | +996.8% | +182.8% | +813.9% | +241.2% |
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