+1,072.6%
ATI vs AJG
+3,819.9%
-2,747.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.4% |
| 7D | -2.7% | -8.5% | +5.8% | +2.2% |
| 30D | -13.5% | -3.8% | -9.7% | -12.0% |
| 3M | +8.5% | +10.8% | -2.3% | -0.1% |
| 6M | +25.2% | +15.6% | +9.6% | +11.1% |
| YTD | +73.4% | -5.1% | +78.5% | +70.7% |
| 1Y | +160.5% | -16.0% | +176.5% | +173.5% |
| 3Y | +347.3% | +9.7% | +337.5% | +289.6% |
| 5Y | +1,049.0% | +77.8% | +971.1% | +631.0% |
| 10Y | +1,131.4% | +478.2% | +653.2% | +302.1% |
| All | +1,072.6% | +3,819.9% | -2,747.3% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling