+391.8%
ATI vs CG
+295.0%
+96.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.4% |
| 7D | +4.7% | -3.8% | +8.5% | +7.0% |
| 30D | -0.2% | +7.5% | -7.7% | -4.7% |
| 3M | -18.5% | -14.4% | -4.1% | -12.3% |
| 6M | +16.4% | -15.7% | +32.0% | +25.3% |
| YTD | +63.4% | -29.0% | +92.4% | +90.5% |
| 1Y | +91.5% | -22.1% | +113.6% | +111.6% |
| 3Y | +329.2% | +49.1% | +280.1% | +207.6% |
| 5Y | +966.7% | -18.4% | +985.1% | +918.8% |
| 10Y | +1,003.8% | +295.1% | +708.7% | +312.8% |
| All | +391.8% | +295.0% | +96.8% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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