+2,512.8%
SPGI vs ATI
+1,117.2%
+1,395.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.2% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +8.4% | +2.7% | +5.7% | +7.5% |
| 3M | +11.8% | +16.3% | -4.5% | +7.5% |
| 6M | +5.7% | +30.2% | -24.5% | -1.5% |
| YTD | -9.7% | +83.6% | -93.2% | -21.9% |
| 1Y | -12.5% | +173.0% | -185.5% | -30.8% |
| 3Y | +21.8% | +356.6% | -334.8% | -16.8% |
| 5Y | +8.2% | +1,074.2% | -1,066.0% | -41.5% |
| 10Y | +309.5% | +1,136.2% | -826.7% | +86.3% |
| All | +2,512.8% | +1,117.2% | +1,395.6% | +766.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling