+175.8%
ATI vs SPG
+19.3%
+156.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | 0.0% |
| 7D | +2.4% | -1.7% | +4.1% | +2.7% |
| 30D | -9.5% | -6.3% | -3.2% | -8.5% |
| 3M | +10.4% | -2.4% | +12.8% | +8.9% |
| 6M | +31.8% | +9.6% | +22.2% | +25.6% |
| YTD | +80.0% | +14.2% | +65.8% | +75.1% |
| 1Y | +175.8% | +19.3% | +156.5% | +175.2% |
| All | +175.8% | +19.3% | +156.6% | +175.2% |
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