+930.3%
ATI vs ACGL
+324.4%
+606.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.1% | -4.0% |
| 7D | +4.2% | +2.2% | +2.0% | +2.6% |
| 30D | -2.5% | +12.3% | -14.8% | -10.7% |
| 3M | -19.4% | +11.8% | -31.2% | -26.2% |
| 6M | +11.1% | +17.5% | -6.4% | -3.5% |
| YTD | +59.5% | +14.3% | +45.3% | +40.0% |
| 1Y | +85.8% | +18.2% | +67.6% | +58.9% |
| 3Y | +311.9% | +33.2% | +278.7% | +203.0% |
| 5Y | +963.2% | +174.3% | +788.9% | +288.7% |
| All | +930.3% | +324.4% | +606.0% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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