+338.6%
SPGI vs ATI
+1,002.4%
-663.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | -0.8% | +13.0% | -13.8% | -2.7% |
| 30D | +14.3% | +0.2% | +14.1% | +13.9% |
| 3M | +14.5% | -17.5% | +32.0% | +17.3% |
| 6M | +17.3% | +18.1% | -0.8% | +12.8% |
| YTD | -4.6% | +65.7% | -70.3% | -13.9% |
| 1Y | +0.8% | +91.9% | -91.2% | -11.4% |
| 3Y | +28.8% | +335.2% | -306.5% | -5.4% |
| 5Y | +14.0% | +1,004.3% | -990.3% | -30.3% |
| All | +338.6% | +1,002.4% | -663.8% | +142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling