+327.8%
ATI vs SGI
+66.8%
+261.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.5% |
| 7D | +13.0% | -10.7% | +23.6% | +17.6% |
| 30D | +0.2% | -3.6% | +3.8% | +0.8% |
| 3M | -17.5% | -5.4% | -12.1% | -16.8% |
| 6M | +18.1% | -7.0% | +25.1% | +18.5% |
| YTD | +65.7% | -31.6% | +97.3% | +88.3% |
| 1Y | +91.9% | -33.5% | +125.5% | +120.8% |
| All | +327.8% | +66.8% | +261.0% | +265.4% |
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