+1,025.5%
ATI vs AGI
+400.3%
+625.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -5.6% | -2.7% | -2.9% | -5.1% |
| 30D | -13.7% | +7.2% | -21.0% | -15.1% |
| 3M | -0.4% | +4.3% | -4.6% | -2.0% |
| 6M | +26.2% | -27.1% | +53.3% | +32.6% |
| YTD | +73.2% | -6.6% | +79.8% | +73.2% |
| 1Y | +161.6% | +9.5% | +152.1% | +152.9% |
| 3Y | +346.2% | +208.4% | +137.7% | +237.3% |
| All | +1,025.5% | +400.3% | +625.2% | +635.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling