+1,076.9%
ATI vs IAG
+804.8%
+272.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | +2.4% | +1.7% | +0.7% | +2.1% |
| 30D | -9.5% | +11.4% | -20.9% | -11.2% |
| 3M | +10.4% | +33.0% | -22.7% | +5.0% |
| 6M | +31.8% | -6.0% | +37.8% | +31.3% |
| YTD | +80.0% | +24.6% | +55.4% | +71.8% |
| 1Y | +175.8% | +105.0% | +70.8% | +145.6% |
| 3Y | +364.2% | +837.9% | -473.7% | +223.8% |
| 5Y | +1,076.9% | +817.0% | +259.9% | +671.2% |
| All | +1,076.9% | +804.8% | +272.0% | +671.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling