+161.6%
ATI vs AIG
-1.2%
+162.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -5.6% | -1.2% | -4.5% | -5.5% |
| 30D | -13.7% | -1.1% | -12.7% | -13.7% |
| 3M | -0.4% | +0.7% | -1.0% | -0.8% |
| 6M | +26.2% | -2.2% | +28.4% | +26.4% |
| YTD | +73.2% | -10.8% | +84.0% | +77.7% |
| 1Y | +161.6% | -2.0% | +163.6% | +159.7% |
| All | +161.6% | -1.2% | +162.8% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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