+2,097.6%
ATI vs SGI
+2,032.3%
+65.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | -9.5% | +5.5% | -15.0% | -11.6% |
| 3M | +10.4% | -3.6% | +14.0% | +10.9% |
| 6M | +31.8% | -15.0% | +46.8% | +38.6% |
| YTD | +80.0% | -23.0% | +103.0% | +95.4% |
| 1Y | +175.8% | -18.4% | +194.2% | +191.6% |
| 3Y | +364.2% | +57.8% | +306.5% | +274.9% |
| 5Y | +1,076.9% | +51.5% | +1,025.4% | +817.6% |
| 10Y | +1,178.1% | +275.2% | +902.9% | +526.7% |
| All | +2,097.6% | +2,032.3% | +65.3% | +343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling