+9.0%
AG vs ATI
+947.1%
-938.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.4% |
| 7D | +6.0% | +1.3% | +4.6% | +5.4% |
| 30D | -13.5% | -4.8% | -8.8% | -12.2% |
| 3M | -20.7% | -19.9% | -0.8% | -14.1% |
| 6M | -31.5% | +15.4% | -46.9% | -35.8% |
| YTD | -10.1% | +59.2% | -69.4% | -24.1% |
| 1Y | +26.0% | +86.3% | -60.3% | +1.4% |
| 3Y | +228.9% | +318.2% | -89.3% | +90.4% |
| All | +9.0% | +947.1% | -938.1% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling