+1,025.5%
ATI vs AJG
+74.4%
+951.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -5.6% | -8.3% | +2.6% | -3.6% |
| 30D | -13.7% | -5.7% | -8.1% | -12.6% |
| 3M | -0.4% | +9.1% | -9.4% | -4.5% |
| 6M | +26.2% | +15.2% | +11.0% | +18.1% |
| YTD | +73.2% | -6.3% | +79.5% | +75.1% |
| 1Y | +161.6% | -19.1% | +180.7% | +182.3% |
| 3Y | +346.2% | +8.2% | +337.9% | +307.1% |
| All | +1,025.5% | +74.4% | +951.2% | +639.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling