+230.3%
AG vs ATI
+317.8%
-87.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.4% |
| 7D | +6.0% | +1.3% | +4.6% | +5.3% |
| 30D | -13.5% | -4.8% | -8.8% | -12.0% |
| 3M | -20.7% | -19.9% | -0.8% | -13.5% |
| 6M | -31.5% | +15.4% | -46.9% | -36.2% |
| YTD | -10.1% | +59.2% | -69.4% | -24.5% |
| 1Y | +26.0% | +86.3% | -60.3% | +1.0% |
| All | +230.3% | +317.8% | -87.5% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling