+282.7%
AG vs ATI
+358.3%
-75.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.2% |
| 7D | -0.1% | +2.4% | -2.5% | -1.0% |
| 30D | +12.5% | -9.5% | +21.9% | +16.5% |
| 3M | +28.2% | +10.4% | +17.8% | +22.6% |
| 6M | -18.8% | +31.8% | -50.6% | -27.4% |
| YTD | +27.4% | +80.0% | -52.6% | +4.8% |
| 1Y | +132.2% | +175.8% | -43.6% | +70.7% |
| All | +282.7% | +358.3% | -75.6% | +183.9% |
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