+452.4%
ATI vs CG
+351.2%
+101.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.9% |
| 7D | -0.1% | -4.3% | +4.3% | +2.4% |
| 30D | +2.7% | -5.1% | +7.8% | +5.0% |
| 3M | +16.3% | +8.7% | +7.6% | +9.7% |
| 6M | +30.2% | -9.2% | +39.4% | +35.2% |
| YTD | +83.6% | -18.9% | +102.4% | +100.2% |
| 1Y | +173.0% | -25.6% | +198.6% | +210.4% |
| 3Y | +356.6% | +57.3% | +299.4% | +220.9% |
| 5Y | +1,074.2% | +10.2% | +1,064.0% | +836.6% |
| 10Y | +1,136.2% | +364.2% | +772.0% | +326.2% |
| All | +452.4% | +351.2% | +101.2% | +85.6% |
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