+160.5%
ATI vs SGI
-20.9%
+181.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.5% | -2.6% |
| 7D | -2.7% | -4.9% | +2.2% | -1.0% |
| 30D | -13.5% | +1.6% | -15.1% | -14.1% |
| 3M | +8.5% | -3.2% | +11.7% | +8.7% |
| 6M | +25.2% | -16.0% | +41.2% | +31.7% |
| YTD | +73.4% | -25.4% | +98.8% | +86.3% |
| 1Y | +160.5% | -21.6% | +182.1% | +187.9% |
| All | +160.5% | -20.9% | +181.4% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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