+1,088.8%
ATI vs IRM
+192.5%
+896.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +3.2% | +1.6% | +1.5% | +2.3% |
| 30D | -9.0% | -4.2% | -4.8% | -7.1% |
| 3M | +15.1% | -5.4% | +20.5% | +17.8% |
| 6M | +38.1% | +12.0% | +26.1% | +29.9% |
| YTD | +80.7% | +42.0% | +38.6% | +51.0% |
| 1Y | +167.5% | +29.9% | +137.6% | +130.7% |
| 3Y | +366.0% | +104.4% | +261.6% | +200.8% |
| 5Y | +1,088.8% | +191.0% | +897.7% | +528.8% |
| All | +1,088.8% | +192.5% | +896.2% | +528.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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