+954.5%
ATI vs SPG
+81.6%
+872.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.1% | +4.0% |
| 7D | +6.0% | +5.1% | +0.9% | +3.1% |
| 30D | -3.6% | +16.8% | -20.5% | -12.1% |
| 3M | -18.9% | +5.7% | -24.5% | -21.6% |
| 6M | +16.7% | +17.8% | -1.1% | +4.6% |
| YTD | +61.1% | +30.1% | +31.0% | +35.9% |
| 1Y | +89.3% | +32.8% | +56.5% | +57.8% |
| 3Y | +333.3% | +137.2% | +196.1% | +147.8% |
| 5Y | +954.5% | +81.5% | +873.0% | +564.8% |
| All | +954.5% | +81.6% | +872.8% | +564.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling