+6.5%
ATI vs ACGL
+13.9%
-7.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +2.7% |
| 7D | +6.2% | +0.9% | +5.3% | +6.6% |
| 30D | -7.1% | +13.7% | -20.8% | +0.5% |
| 3M | -21.3% | +8.0% | -29.4% | -17.4% |
| 6M | +6.5% | +13.3% | -6.8% | +16.5% |
| All | +6.5% | +13.9% | -7.4% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling