+66.5%
AG vs ATI
+1,155.5%
-1,089.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -4.1% |
| 7D | -5.8% | -2.7% | -3.1% | -5.2% |
| 30D | +6.4% | -13.5% | +19.9% | +9.7% |
| 3M | +28.4% | +8.5% | +19.8% | +25.8% |
| 6M | -24.5% | +25.2% | -49.6% | -28.1% |
| YTD | +21.2% | +73.4% | -52.2% | +8.5% |
| 1Y | +114.1% | +160.5% | -46.4% | +76.9% |
| 3Y | +268.0% | +347.3% | -79.2% | +168.7% |
| 5Y | +67.3% | +1,049.0% | -981.6% | +4.1% |
| All | +66.5% | +1,155.5% | -1,089.0% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling