+1,388.2%
ATI vs BG
+1,185.2%
+203.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -5.9% | -4.0% |
| 7D | +3.2% | +2.4% | +0.8% | +1.6% |
| 30D | -9.0% | +15.0% | -24.0% | -16.4% |
| 3M | +15.1% | -0.7% | +15.7% | +14.0% |
| 6M | +38.1% | +7.5% | +30.6% | +29.5% |
| YTD | +80.7% | +41.6% | +39.1% | +44.1% |
| 1Y | +167.5% | +50.7% | +116.8% | +103.0% |
| 3Y | +366.0% | +20.3% | +345.7% | +285.7% |
| 5Y | +1,088.8% | +85.2% | +1,003.5% | +630.2% |
| 10Y | +1,055.0% | +160.6% | +894.4% | +452.5% |
| All | +1,388.2% | +1,185.2% | +203.0% | +416.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling