+86.5%
ATI vs SPG
+34.3%
+52.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.3% |
| 7D | +8.3% | +8.2% | +0.2% | +6.5% |
| 30D | -7.3% | +13.5% | -20.7% | -9.9% |
| 3M | -10.5% | +2.2% | -12.8% | -10.1% |
| 6M | +16.4% | +15.9% | +0.5% | +6.5% |
| YTD | +56.1% | +27.6% | +28.5% | +39.2% |
| 1Y | +86.5% | +30.9% | +55.6% | +62.5% |
| All | +86.5% | +34.3% | +52.2% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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