+1,070.3%
ATI vs ACGL
+270.2%
+800.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +4.2% |
| 7D | -0.1% | -0.7% | +0.7% | +0.4% |
| 30D | +2.7% | -1.0% | +3.7% | +3.3% |
| 3M | +16.3% | +11.0% | +5.3% | +6.2% |
| 6M | +30.2% | -0.3% | +30.5% | +27.9% |
| YTD | +83.6% | +2.3% | +81.3% | +75.6% |
| 1Y | +173.0% | +6.4% | +166.6% | +152.1% |
| 3Y | +356.6% | +34.0% | +322.7% | +227.4% |
| 5Y | +1,074.2% | +161.6% | +912.5% | +340.0% |
| All | +1,070.3% | +270.2% | +800.1% | +250.6% |
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