+1,049.0%
ATI vs BG
+88.4%
+960.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.5% | -3.9% |
| 7D | -2.7% | +3.7% | -6.4% | -3.9% |
| 30D | -13.5% | +12.3% | -25.9% | -16.9% |
| 3M | +8.5% | -2.2% | +10.7% | +8.7% |
| 6M | +25.2% | +5.3% | +19.9% | +21.6% |
| YTD | +73.4% | +42.4% | +31.0% | +51.4% |
| 1Y | +160.5% | +55.2% | +105.3% | +118.7% |
| 3Y | +347.3% | +21.0% | +326.3% | +306.6% |
| 5Y | +1,049.0% | +87.1% | +961.8% | +654.9% |
| All | +1,049.0% | +88.4% | +960.6% | +654.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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