+86.6%
ATI vs ACGL
+21.3%
+65.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -0.9% |
| 7D | +1.3% | +1.3% | +0.1% | +1.7% |
| 30D | -4.8% | +14.2% | -19.0% | -1.2% |
| 3M | -19.9% | +11.1% | -31.0% | -17.4% |
| 6M | +15.4% | +16.4% | -1.0% | +19.6% |
| YTD | +59.2% | +13.8% | +45.4% | +66.4% |
| All | +86.6% | +21.3% | +65.4% | +88.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling