+1,141.3%
ATI vs IRM
+3,438.6%
-2,297.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.0% |
| 7D | -0.1% | -0.5% | +0.4% | +0.2% |
| 30D | +2.7% | -8.1% | +10.8% | +7.5% |
| 3M | +16.3% | -9.7% | +26.0% | +22.9% |
| 6M | +30.2% | +10.0% | +20.2% | +22.1% |
| YTD | +83.6% | +43.0% | +40.6% | +46.6% |
| 1Y | +173.0% | +32.7% | +140.3% | +125.0% |
| 3Y | +356.6% | +102.7% | +253.9% | +181.1% |
| 5Y | +1,074.2% | +187.6% | +886.6% | +468.6% |
| 10Y | +1,136.2% | +420.1% | +716.1% | +308.5% |
| All | +1,141.3% | +3,438.6% | -2,297.3% | +83.5% |
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