+314.3%
ATI vs ALLY
+54.4%
+259.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.1% |
| 7D | +6.2% | +0.9% | +5.2% | +5.7% |
| 30D | -7.1% | +3.1% | -10.2% | -8.4% |
| 3M | -21.3% | -12.6% | -8.8% | -16.9% |
| 6M | +6.5% | -12.4% | +18.9% | +11.9% |
| YTD | +53.2% | -13.2% | +66.3% | +60.8% |
| 1Y | +82.7% | +1.8% | +80.9% | +79.2% |
| 3Y | +314.3% | +58.0% | +256.3% | +278.1% |
| All | +314.3% | +54.4% | +259.9% | +278.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling