+949.2%
ATI vs ACGL
+173.3%
+775.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.1% | -3.8% |
| 7D | +4.2% | +2.2% | +2.0% | +3.5% |
| 30D | -2.5% | +12.3% | -14.8% | -6.4% |
| 3M | -19.4% | +11.8% | -31.2% | -22.6% |
| 6M | +11.1% | +17.5% | -6.4% | +3.9% |
| YTD | +59.5% | +14.3% | +45.3% | +50.2% |
| 1Y | +85.8% | +18.2% | +67.6% | +72.4% |
| 3Y | +311.9% | +33.2% | +278.7% | +255.1% |
| All | +949.2% | +173.3% | +775.9% | +459.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling