+1,141.3%
ATI vs SPG
+3,215.5%
-2,074.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.6% |
| 7D | -0.1% | -2.4% | +2.3% | +1.5% |
| 30D | +2.7% | -6.8% | +9.5% | +7.5% |
| 3M | +16.3% | +2.7% | +13.6% | +13.3% |
| 6M | +30.2% | +5.5% | +24.7% | +24.8% |
| YTD | +83.6% | +15.7% | +67.9% | +65.0% |
| 1Y | +173.0% | +20.9% | +152.1% | +137.1% |
| 3Y | +356.6% | +112.4% | +244.3% | +169.3% |
| 5Y | +1,074.2% | +101.4% | +972.8% | +597.0% |
| 10Y | +1,136.2% | +60.6% | +1,075.6% | +658.6% |
| All | +1,141.3% | +3,215.5% | -2,074.2% | -1.7% |
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