+5.1%
SPGI vs ATI
+1,101.9%
-1,096.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.0% |
| 7D | -2.5% | +3.2% | -5.6% | -2.8% |
| 30D | +5.4% | -9.0% | +14.4% | +6.5% |
| 3M | +9.0% | +15.1% | -6.0% | +6.6% |
| 6M | +0.8% | +38.1% | -37.4% | -4.4% |
| YTD | -12.6% | +80.7% | -93.2% | -20.6% |
| 1Y | -16.1% | +167.5% | -183.6% | -28.9% |
| 3Y | +19.0% | +366.0% | -347.0% | -13.0% |
| 5Y | +5.1% | +1,088.8% | -1,083.7% | -32.5% |
| All | +5.1% | +1,101.9% | -1,096.8% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling