+1,088.8%
ATI vs ALM
+1,033.0%
+55.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.4% | -2.4% |
| 7D | +3.2% | +8.4% | -5.3% | +2.4% |
| 30D | -9.0% | +34.8% | -43.8% | -11.7% |
| 3M | +15.1% | +16.2% | -1.1% | +12.7% |
| 6M | +38.1% | +2.1% | +36.0% | +35.6% |
| YTD | +80.7% | +117.0% | -36.4% | +68.1% |
| 1Y | +167.5% | +313.9% | -146.3% | +137.6% |
| 3Y | +366.0% | +2,327.9% | -1,961.9% | +253.9% |
| 5Y | +1,088.8% | +1,040.6% | +48.1% | +872.4% |
| All | +1,088.8% | +1,033.0% | +55.7% | +872.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling