+86.5%
ATI vs IAG
+56.5%
+30.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.2% | -10.9% | -3.4% |
| 7D | +8.3% | +1.1% | +7.2% | +7.8% |
| 30D | -7.3% | -5.3% | -2.0% | -6.1% |
| 3M | -10.5% | +18.0% | -28.6% | -15.5% |
| 6M | +16.4% | +7.1% | +9.3% | +11.8% |
| YTD | +56.1% | +5.9% | +50.1% | +51.8% |
| 1Y | +86.5% | +59.4% | +27.1% | +64.5% |
| All | +86.5% | +56.5% | +30.0% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling