+935.8%
ATI vs ACGL
+8,274.2%
-7,338.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +6.2% |
| 7D | +6.2% | +0.9% | +5.3% | +5.4% |
| 30D | -7.1% | +13.7% | -20.8% | -14.6% |
| 3M | -21.3% | +8.0% | -29.4% | -25.6% |
| 6M | +6.5% | +13.3% | -6.8% | -3.6% |
| YTD | +53.2% | +11.8% | +41.3% | +38.8% |
| 1Y | +82.7% | +22.2% | +60.5% | +56.5% |
| 3Y | +314.3% | +32.5% | +281.8% | +224.2% |
| 5Y | +890.9% | +160.2% | +730.7% | +381.8% |
| 10Y | +1,142.3% | +338.5% | +803.8% | +354.7% |
| All | +935.8% | +8,274.2% | -7,338.4% | +67.3% |
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