+33.4%
AG vs ATI
+86.4%
-53.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.7% | +9.8% | +9.6% |
| 7D | -2.6% | +8.3% | -10.9% | -8.4% |
| 30D | -12.1% | -7.3% | -4.9% | -7.6% |
| 3M | -6.6% | -10.5% | +3.9% | -1.4% |
| 6M | -20.5% | +16.4% | -36.8% | -34.9% |
| YTD | -7.4% | +56.1% | -63.5% | -42.6% |
| 1Y | +33.4% | +86.5% | -53.1% | -32.3% |
| All | +33.4% | +86.4% | -53.0% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling