+175.8%
ATI vs ALM
+312.4%
-136.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | +0.3% |
| 7D | +2.4% | +3.6% | -1.2% | +1.7% |
| 30D | -9.5% | +33.8% | -43.3% | -14.0% |
| 3M | +10.4% | +14.8% | -4.4% | +6.5% |
| 6M | +31.8% | -7.0% | +38.8% | +28.8% |
| YTD | +80.0% | +108.1% | -28.1% | +63.1% |
| 1Y | +175.8% | +313.8% | -137.9% | +145.3% |
| All | +175.8% | +312.4% | -136.5% | +145.3% |
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