+346.2%
ATI vs AJG
+8.2%
+338.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -5.6% | -8.3% | +2.6% | -5.2% |
| 30D | -13.7% | -5.7% | -8.1% | -13.5% |
| 3M | -0.4% | +9.1% | -9.4% | -2.3% |
| 6M | +26.2% | +15.2% | +11.0% | +22.5% |
| YTD | +73.2% | -6.3% | +79.5% | +76.4% |
| 1Y | +161.6% | -19.1% | +180.7% | +179.6% |
| 3Y | +346.2% | +8.2% | +337.9% | +335.9% |
| All | +346.2% | +8.2% | +338.0% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 3y: compounded portfolio wealth divided by compounded AJG 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…
3y analysis · Full analysis span regression · 6 months rolling