+710.3%
ATI vs ALM
+7,705.7%
-6,995.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.0% |
| 7D | -0.1% | -2.6% | +2.6% | 0.0% |
| 30D | +2.7% | +32.0% | -29.3% | +2.6% |
| 3M | +16.3% | -15.0% | +31.4% | +16.3% |
| 6M | +30.2% | -10.1% | +40.3% | +30.1% |
| YTD | +83.6% | +99.4% | -15.9% | +83.2% |
| 1Y | +173.0% | +316.4% | -143.3% | +172.0% |
| 3Y | +356.6% | +2,022.0% | -1,665.3% | +353.5% |
| 5Y | +1,074.2% | +941.2% | +133.0% | +1,066.7% |
| 10Y | +1,136.2% | +2,950.3% | -1,814.1% | +1,128.3% |
| All | +710.3% | +7,705.7% | -6,995.5% | +697.1% |
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