+479.7%
ATI vs ALLY
+98.1%
+381.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.5% |
| 7D | +6.2% | +0.9% | +5.2% | +5.4% |
| 30D | -7.1% | +3.1% | -10.2% | -9.2% |
| 3M | -21.3% | -12.6% | -8.8% | -14.7% |
| 6M | +6.5% | -12.4% | +18.9% | +14.4% |
| YTD | +53.2% | -13.2% | +66.3% | +64.3% |
| 1Y | +82.7% | +1.8% | +80.9% | +76.6% |
| 3Y | +314.3% | +58.0% | +256.3% | +177.5% |
| 5Y | +890.9% | -8.4% | +899.4% | +775.8% |
| 10Y | +1,142.3% | +195.3% | +947.1% | +284.1% |
| All | +479.7% | +98.1% | +381.7% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling