+1,091.6%
ATI vs SPG
+64.3%
+1,027.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.7% | -3.7% |
| 7D | -2.7% | -2.2% | -0.5% | -1.4% |
| 30D | -13.5% | -5.8% | -7.7% | -10.2% |
| 3M | +8.5% | -2.8% | +11.3% | +9.6% |
| 6M | +25.2% | +8.9% | +16.3% | +17.5% |
| YTD | +73.4% | +14.3% | +59.1% | +57.4% |
| 1Y | +160.5% | +19.5% | +141.0% | +128.4% |
| 3Y | +347.3% | +106.9% | +240.4% | +170.6% |
| 5Y | +1,049.0% | +108.7% | +940.2% | +570.5% |
| All | +1,091.6% | +64.3% | +1,027.3% | +631.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling