+151.3%
ATI vs CAI
-11.0%
+162.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | +2.4% | -3.1% | +5.5% | +2.9% |
| 30D | -9.5% | +2.7% | -12.2% | -10.0% |
| 3M | +10.4% | +41.7% | -31.3% | +3.0% |
| 6M | +31.8% | +26.5% | +5.3% | +24.0% |
| YTD | +80.0% | -10.9% | +90.9% | +73.6% |
| 1Y | +175.8% | -29.2% | +205.0% | +172.1% |
| All | +151.3% | -11.0% | +162.3% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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