+255.2%
AG vs ATI
+166.1%
+89.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.2% |
| 7D | -10.0% | +4.2% | -14.1% | -11.2% |
| 30D | -10.5% | -2.5% | -8.0% | -10.0% |
| 3M | -27.3% | -19.4% | -7.8% | -22.3% |
| 6M | -43.0% | +11.1% | -54.1% | -45.3% |
| YTD | -17.9% | +59.5% | -77.4% | -29.6% |
| 1Y | +11.9% | +85.8% | -73.8% | -8.5% |
| 3Y | +201.8% | +311.9% | -110.1% | +81.9% |
| 5Y | -0.1% | +963.2% | -963.3% | -57.5% |
| 10Y | +72.7% | +977.6% | -904.9% | -45.7% |
| All | +255.2% | +166.1% | +89.1% | +38.9% |
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 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