+996.8%
ATI vs ALM
+2,040.7%
-1,043.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.2% | +6.1% | -0.8% |
| 7D | +1.3% | -6.3% | +7.7% | +1.6% |
| 30D | -4.8% | -31.4% | +26.7% | -3.2% |
| 3M | -19.9% | -40.6% | +20.7% | -18.2% |
| 6M | +15.4% | -58.6% | +74.0% | +19.1% |
| YTD | +59.2% | -7.6% | +66.8% | +60.1% |
| 1Y | +86.3% | +13.8% | +72.4% | +86.0% |
| 3Y | +318.2% | +842.1% | -523.9% | +296.6% |
| 5Y | +958.6% | +407.4% | +551.2% | +909.0% |
| 10Y | +996.8% | +2,079.4% | -1,082.6% | +1,135.5% |
| All | +996.8% | +2,040.7% | -1,043.9% | +1,135.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling