+594.7%
ATI vs ALLY
+124.8%
+469.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.8% |
| 7D | -0.1% | +3.7% | -3.7% | -2.4% |
| 30D | +2.7% | -2.3% | +5.0% | +4.0% |
| 3M | +16.3% | +3.8% | +12.5% | +13.0% |
| 6M | +30.2% | +9.7% | +20.5% | +21.6% |
| YTD | +83.6% | -1.4% | +85.0% | +82.4% |
| 1Y | +173.0% | +8.2% | +164.8% | +153.3% |
| 3Y | +356.6% | +66.5% | +290.2% | +197.0% |
| 5Y | +1,074.2% | +1.2% | +1,073.0% | +875.2% |
| 10Y | +1,136.2% | +191.4% | +944.8% | +298.9% |
| All | +594.7% | +124.8% | +469.9% | +136.8% |
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