+14.1%
AGG vs ATI
+1,154.1%
-1,139.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.1% | -5.6% | +4.6% | -1.0% |
| 30D | -1.1% | -13.7% | +12.6% | -1.1% |
| 3M | -1.9% | -0.4% | -1.6% | -1.9% |
| 6M | -1.7% | +26.2% | -27.9% | -1.7% |
| YTD | -1.3% | +73.2% | -74.5% | -1.3% |
| 1Y | -0.7% | +161.6% | -162.4% | -0.7% |
| 3Y | +12.5% | +346.2% | -333.7% | +12.5% |
| 5Y | -2.5% | +1,047.6% | -1,050.1% | -2.1% |
| All | +14.1% | +1,154.1% | -1,139.9% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling