+72.8%
AG vs ATI
+1,086.3%
-1,013.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.7% |
| 6M | -18.8% | +31.8% | -50.6% | -27.3% |
| YTD | +27.4% | +80.0% | -52.6% | +3.5% |
| 1Y | +132.2% | +175.8% | -43.6% | +64.2% |
| 3Y | +286.9% | +364.2% | -77.4% | +118.5% |
| 5Y | +72.8% | +1,076.9% | -1,004.1% | -27.1% |
| All | +72.8% | +1,086.3% | -1,013.6% | -27.1% |
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 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