+5,787.3%
ATI vs AGI
+5,381.0%
+406.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | +3.2% | +4.4% | -1.2% | +2.5% |
| 30D | -9.0% | +10.0% | -19.0% | -10.4% |
| 3M | +15.1% | +1.7% | +13.3% | +14.2% |
| 6M | +38.1% | -26.8% | +64.9% | +43.5% |
| YTD | +80.7% | -5.3% | +86.0% | +79.9% |
| 1Y | +167.5% | +11.5% | +156.0% | +159.2% |
| 3Y | +366.0% | +212.9% | +153.1% | +281.8% |
| 5Y | +1,088.8% | +388.8% | +700.0% | +800.0% |
| 10Y | +1,055.0% | +383.6% | +671.4% | +693.9% |
| All | +5,787.3% | +5,381.0% | +406.3% | +3,645.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling