+25.2%
ATI vs AJG
+12.8%
+12.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.8% |
| 7D | -2.7% | -8.5% | +5.8% | -6.5% |
| 30D | -13.5% | -3.8% | -9.7% | -14.5% |
| 3M | +8.5% | +10.8% | -2.3% | +13.2% |
| 6M | +25.2% | +15.6% | +9.6% | +32.1% |
| All | +25.2% | +12.8% | +12.4% | +32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling