+445.6%
AG vs ATI
+206.2%
+239.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -3.0% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +19.2% | +2.7% | +16.5% | +17.6% |
| 3M | +6.2% | +16.3% | -10.2% | +0.6% |
| 6M | -26.7% | +30.2% | -56.9% | -32.9% |
| YTD | +26.1% | +83.6% | -57.4% | +3.6% |
| 1Y | +131.7% | +173.0% | -41.3% | +66.7% |
| 3Y | +255.3% | +356.6% | -101.3% | +105.8% |
| 5Y | +61.9% | +1,074.2% | -1,012.3% | -33.4% |
| 10Y | +72.0% | +1,136.2% | -1,064.2% | -48.8% |
| All | +445.6% | +206.2% | +239.5% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling