+29.9%
SPGI vs ATI
+318.7%
-288.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.2% |
| 7D | +1.2% | +4.2% | -2.9% | +1.1% |
| 30D | +15.9% | -2.5% | +18.4% | +15.9% |
| 3M | +12.3% | -19.4% | +31.7% | +13.1% |
| 6M | +23.7% | +11.1% | +12.6% | +22.0% |
| YTD | -3.5% | +59.5% | -63.1% | -8.3% |
| 1Y | +0.4% | +85.8% | -85.4% | -6.1% |
| 3Y | +29.9% | +311.9% | -282.0% | +7.4% |
| All | +29.9% | +318.7% | -288.8% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling