+366.0%
ATI vs SPG
+112.2%
+253.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -2.2% |
| 7D | +3.2% | 0.0% | +3.2% | +3.1% |
| 30D | -9.0% | -4.9% | -4.1% | -6.4% |
| 3M | +15.1% | +3.3% | +11.8% | +11.5% |
| 6M | +38.1% | +11.2% | +26.9% | +28.0% |
| YTD | +80.7% | +17.1% | +63.6% | +62.1% |
| 1Y | +167.5% | +21.6% | +145.9% | +133.3% |
| 3Y | +366.0% | +111.9% | +254.1% | +177.2% |
| All | +366.0% | +112.2% | +253.8% | +177.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling