+611.0%
ATI vs ALM
+3,798.4%
-3,187.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.1% | -2.9% | +5.1% |
| 7D | +6.0% | +0.7% | +5.3% | +6.0% |
| 30D | -3.6% | -26.1% | +22.4% | -3.5% |
| 3M | -18.9% | -38.1% | +19.2% | -18.7% |
| 6M | +16.7% | -55.4% | +72.1% | +17.0% |
| YTD | +61.1% | -0.4% | +61.5% | +61.1% |
| 1Y | +89.3% | +25.4% | +63.9% | +89.2% |
| 3Y | +333.3% | +907.8% | -574.4% | +331.4% |
| 5Y | +954.5% | +440.2% | +514.3% | +950.2% |
| 10Y | +1,067.0% | +2,031.1% | -964.2% | +1,061.9% |
| All | +611.0% | +3,798.4% | -3,187.4% | +601.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling