+311.9%
ATI vs ALLY
+65.3%
+246.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.1% |
| 7D | +4.2% | +0.4% | +3.8% | +4.0% |
| 30D | -2.5% | +5.2% | -7.8% | -4.7% |
| 3M | -19.4% | -13.3% | -6.1% | -14.5% |
| 6M | +11.1% | -6.7% | +17.7% | +13.6% |
| YTD | +59.5% | -12.8% | +72.4% | +67.3% |
| 1Y | +85.8% | +0.7% | +85.1% | +83.1% |
| 3Y | +311.9% | +65.2% | +246.7% | +268.7% |
| All | +311.9% | +65.3% | +246.6% | +268.7% |
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