+1,005.0%
ATI vs IRM
+3,330.9%
-2,325.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +1.8% |
| 7D | +4.7% | -5.3% | +10.0% | +8.0% |
| 30D | -0.2% | -2.3% | +2.1% | +1.2% |
| 3M | -18.5% | -7.4% | -11.1% | -14.9% |
| 6M | +16.4% | -12.2% | +28.6% | +24.9% |
| YTD | +63.4% | +38.6% | +24.8% | +32.8% |
| 1Y | +91.5% | +14.9% | +76.6% | +73.2% |
| 3Y | +329.2% | +108.2% | +221.1% | +160.0% |
| 5Y | +966.7% | +183.8% | +782.9% | +420.2% |
| 10Y | +1,003.8% | +512.6% | +491.2% | +231.9% |
| All | +1,005.0% | +3,330.9% | -2,325.9% | +66.2% |
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