+398.7%
ATI vs CG
+278.1%
+120.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +3.8% |
| 7D | +13.0% | -1.5% | +14.5% | +13.7% |
| 30D | +0.2% | +5.7% | -5.5% | -3.5% |
| 3M | -17.5% | -17.9% | +0.4% | -9.2% |
| 6M | +18.1% | -20.2% | +38.3% | +31.0% |
| YTD | +65.7% | -32.0% | +97.7% | +97.7% |
| 1Y | +91.9% | -27.0% | +118.9% | +119.6% |
| 3Y | +335.2% | +42.8% | +292.5% | +219.2% |
| 5Y | +1,004.3% | -23.4% | +1,027.7% | +994.1% |
| 10Y | +1,019.2% | +278.2% | +741.1% | +328.3% |
| All | +398.7% | +278.1% | +120.6% | +83.2% |
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