+334.3%
SPGI vs ATI
+1,119.3%
-785.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | -0.1% |
| 7D | -0.9% | +6.0% | -6.9% | -1.8% |
| 30D | +15.5% | -3.6% | +19.2% | +15.8% |
| 3M | +15.7% | -18.9% | +34.5% | +18.8% |
| 6M | +19.1% | +16.7% | +2.4% | +14.7% |
| YTD | -4.1% | +61.1% | -65.1% | -13.0% |
| 1Y | +1.2% | +89.3% | -88.1% | -10.8% |
| 3Y | +31.6% | +333.3% | -301.7% | -3.2% |
| 5Y | +12.4% | +954.5% | -942.0% | -30.6% |
| 10Y | +334.3% | +1,067.0% | -732.7% | +144.8% |
| All | +334.3% | +1,119.3% | -785.0% | +144.8% |
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