+333.3%
ATI vs SPG
+132.9%
+200.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.1% | +4.1% |
| 7D | +6.0% | +5.1% | +0.9% | +3.4% |
| 30D | -3.6% | +16.8% | -20.5% | -11.1% |
| 3M | -18.9% | +5.7% | -24.5% | -21.1% |
| 6M | +16.7% | +17.8% | -1.1% | +5.3% |
| YTD | +61.1% | +30.1% | +31.0% | +37.4% |
| 1Y | +89.3% | +32.8% | +56.5% | +59.5% |
| 3Y | +333.3% | +137.2% | +196.1% | +165.5% |
| All | +333.3% | +132.9% | +200.4% | +165.5% |
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 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