+1,098.9%
ATI vs ALLY
+1.6%
+1,097.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | -0.1% | +3.7% | -3.7% | -1.5% |
| 30D | +2.7% | -2.3% | +5.0% | +3.5% |
| 3M | +16.3% | +3.8% | +12.5% | +14.4% |
| 6M | +30.2% | +9.7% | +20.5% | +25.1% |
| YTD | +83.6% | -1.4% | +85.0% | +83.2% |
| 1Y | +173.0% | +8.2% | +164.8% | +161.9% |
| 3Y | +356.6% | +66.5% | +290.2% | +265.8% |
| All | +1,098.9% | +1.6% | +1,097.3% | +974.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling