+1,548.3%
ATI vs SPYG
+561.6%
+986.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.0% |
| 7D | +3.2% | +1.2% | +2.0% | +1.7% |
| 30D | -9.0% | -1.6% | -7.5% | -7.3% |
| 3M | +15.1% | +3.4% | +11.7% | +10.5% |
| 6M | +38.1% | +18.9% | +19.2% | +12.2% |
| YTD | +80.7% | +13.8% | +66.9% | +54.3% |
| 1Y | +167.5% | +20.6% | +146.9% | +112.8% |
| 3Y | +366.0% | +100.5% | +265.5% | +97.7% |
| 5Y | +1,088.8% | +84.6% | +1,004.2% | +430.7% |
| 10Y | +1,055.0% | +410.8% | +644.2% | +41.3% |
| All | +1,548.3% | +561.6% | +986.6% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling