+86.5%
ATI vs AGI
-1.1%
+87.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -3.2% |
| 7D | +8.3% | -5.3% | +13.6% | +9.4% |
| 30D | -7.3% | -7.1% | -0.1% | -5.8% |
| 3M | -10.5% | +4.4% | -14.9% | -12.4% |
| 6M | +16.4% | -23.0% | +39.4% | +22.3% |
| YTD | +56.1% | -22.0% | +78.1% | +63.8% |
| 1Y | +86.5% | +0.3% | +86.2% | +80.1% |
| All | +86.5% | -1.1% | +87.6% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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