+1,025.5%
ATI vs GFI
+524.1%
+501.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -5.6% | -4.9% | -0.8% | -5.0% |
| 30D | -13.7% | +10.7% | -24.5% | -15.0% |
| 3M | -0.4% | +25.6% | -26.0% | -3.8% |
| 6M | +26.2% | -8.3% | +34.5% | +26.4% |
| YTD | +73.2% | +6.3% | +66.9% | +70.3% |
| 1Y | +161.6% | +22.1% | +139.5% | +152.7% |
| 3Y | +346.2% | +289.2% | +57.0% | +266.0% |
| All | +1,025.5% | +524.1% | +501.5% | +746.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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