+1,020.5%
ATI vs IRM
+3,396.5%
-2,376.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.3% |
| 7D | +13.0% | +8.6% | +4.4% | +7.7% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | -17.5% | -7.1% | -10.3% | -13.9% |
| 6M | +18.1% | -7.9% | +26.0% | +23.2% |
| YTD | +65.7% | +41.3% | +24.4% | +33.1% |
| 1Y | +91.9% | +20.7% | +71.2% | +68.6% |
| 3Y | +335.2% | +112.2% | +223.1% | +160.7% |
| 5Y | +1,004.3% | +191.2% | +813.1% | +430.3% |
| 10Y | +1,019.2% | +524.3% | +494.9% | +232.8% |
| All | +1,020.5% | +3,396.5% | -2,376.0% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling