+86.5%
ATI vs ALM
+44.8%
+41.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.9% |
| 7D | +8.3% | -6.4% | +14.7% | +9.6% |
| 30D | -7.3% | -35.0% | +27.7% | -0.8% |
| 3M | -10.5% | -33.8% | +23.3% | -5.5% |
| 6M | +16.4% | -55.0% | +71.4% | +28.2% |
| YTD | +56.1% | -0.2% | +56.3% | +62.3% |
| 1Y | +86.5% | +41.8% | +44.7% | +87.4% |
| All | +86.5% | +44.8% | +41.7% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling