+976.7%
ATI vs ACGL
+8,419.4%
-7,442.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | +1.3% | +1.3% | +0.1% | +0.4% |
| 30D | -4.8% | +14.2% | -19.0% | -12.7% |
| 3M | -19.9% | +11.1% | -31.0% | -25.6% |
| 6M | +15.4% | +16.4% | -1.0% | +2.8% |
| YTD | +59.2% | +13.8% | +45.4% | +42.8% |
| 1Y | +86.3% | +21.6% | +64.7% | +60.2% |
| 3Y | +318.2% | +33.5% | +284.7% | +226.0% |
| 5Y | +958.6% | +174.8% | +783.8% | +396.9% |
| 10Y | +996.8% | +330.4% | +666.4% | +305.0% |
| All | +976.7% | +8,419.4% | -7,442.8% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling