+346.2%
ATI vs SPYG
+98.4%
+247.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.0% |
| 7D | -5.6% | -0.9% | -4.8% | -4.7% |
| 30D | -13.7% | -1.5% | -12.2% | -12.3% |
| 3M | -0.4% | +3.7% | -4.1% | -4.3% |
| 6M | +26.2% | +16.4% | +9.8% | +7.2% |
| YTD | +73.2% | +13.3% | +59.9% | +51.0% |
| 1Y | +161.6% | +17.9% | +143.7% | +118.8% |
| 3Y | +346.2% | +98.3% | +247.8% | +124.7% |
| All | +346.2% | +98.4% | +247.8% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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