+949.2%
ATI vs AIG
+59.1%
+890.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | +4.2% | +6.6% | -2.4% | +0.7% |
| 30D | -2.5% | +7.0% | -9.5% | -6.4% |
| 3M | -19.4% | +9.7% | -29.1% | -23.7% |
| 6M | +11.1% | +10.8% | +0.3% | +3.5% |
| YTD | +59.5% | -1.3% | +60.8% | +58.1% |
| 1Y | +85.8% | +8.4% | +77.4% | +73.5% |
| 3Y | +311.9% | +39.0% | +272.9% | +222.3% |
| All | +949.2% | +59.1% | +890.1% | +633.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling