+295.5%
SPGI vs ATI
+1,051.1%
-755.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.0% |
| 7D | -2.5% | +3.2% | -5.6% | -2.9% |
| 30D | +5.4% | -9.0% | +14.4% | +6.8% |
| 3M | +9.0% | +15.1% | -6.0% | +6.0% |
| 6M | +0.8% | +38.1% | -37.4% | -5.4% |
| YTD | -12.6% | +80.7% | -93.2% | -21.7% |
| 1Y | -16.1% | +167.5% | -183.6% | -30.1% |
| 3Y | +19.0% | +366.0% | -347.0% | -12.9% |
| 5Y | +5.1% | +1,088.8% | -1,083.7% | -36.0% |
| 10Y | +295.5% | +1,055.0% | -759.5% | +117.9% |
| All | +295.5% | +1,051.1% | -755.7% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ATI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling