+930.3%
ATI vs IAG
+389.3%
+541.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.9% |
| 7D | +4.2% | -7.7% | +11.8% | +5.2% |
| 30D | -2.5% | +1.6% | -4.1% | -2.8% |
| 3M | -19.4% | -2.4% | -17.0% | -19.4% |
| 6M | +11.1% | -7.8% | +18.9% | +11.3% |
| YTD | +59.5% | +5.0% | +54.5% | +56.7% |
| 1Y | +85.8% | +25.7% | +60.1% | +78.7% |
| 3Y | +311.9% | +694.5% | -382.6% | +213.2% |
| 5Y | +963.2% | +421.7% | +541.6% | +705.0% |
| All | +930.3% | +389.3% | +541.1% | +670.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling