+1,005.0%
ATI vs SPG
+3,656.0%
-2,651.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.7% | +2.7% | +2.0% | +3.0% |
| 30D | -0.2% | +16.6% | -16.8% | -10.1% |
| 3M | -18.5% | +8.1% | -26.6% | -22.9% |
| 6M | +16.4% | +19.3% | -3.0% | +2.1% |
| YTD | +63.4% | +31.1% | +32.3% | +34.7% |
| 1Y | +91.5% | +32.8% | +58.8% | +56.6% |
| 3Y | +329.2% | +135.8% | +193.4% | +135.3% |
| 5Y | +966.7% | +85.1% | +881.6% | +570.6% |
| 10Y | +1,003.8% | +115.9% | +887.8% | +451.9% |
| All | +1,005.0% | +3,656.0% | -2,651.0% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling