+930.3%
ATI vs SPG
+113.9%
+816.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | +4.2% | +2.0% | +2.2% | +2.9% |
| 30D | -2.5% | +17.2% | -19.8% | -12.2% |
| 3M | -19.4% | +6.3% | -25.7% | -22.8% |
| 6M | +11.1% | +18.7% | -7.6% | -1.7% |
| YTD | +59.5% | +30.1% | +29.5% | +32.9% |
| 1Y | +85.8% | +32.8% | +53.0% | +52.8% |
| 3Y | +311.9% | +133.6% | +178.3% | +130.3% |
| 5Y | +963.2% | +84.4% | +878.8% | +577.3% |
| All | +930.3% | +113.9% | +816.4% | +367.6% |
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