+366.0%
ATI vs SGI
+59.4%
+306.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | +3.2% | +9.3% | -6.1% | -0.4% |
| 30D | -9.0% | +6.9% | -15.9% | -11.6% |
| 3M | +15.1% | +2.8% | +12.2% | +12.7% |
| 6M | +38.1% | -12.6% | +50.7% | +44.0% |
| YTD | +80.7% | -21.5% | +102.2% | +94.8% |
| 1Y | +167.5% | -18.8% | +186.3% | +183.8% |
| 3Y | +366.0% | +60.8% | +305.2% | +313.9% |
| All | +366.0% | +59.4% | +306.6% | +313.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling