+173.0%
ATI vs CAPR
+48.7%
+124.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +3.0% |
| 7D | -0.1% | -2.0% | +1.9% | 0.0% |
| 30D | +2.7% | +139.2% | -136.5% | +2.3% |
| 3M | +16.3% | -66.4% | +82.7% | +16.4% |
| 6M | +30.2% | -63.1% | +93.3% | +30.3% |
| YTD | +83.6% | -67.4% | +151.0% | +83.7% |
| 1Y | +173.0% | +58.2% | +114.8% | +174.4% |
| All | +173.0% | +48.7% | +124.3% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling