+1,055.0%
ATI vs CAPR
-77.1%
+1,132.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.5% |
| 7D | +3.2% | -9.5% | +12.7% | +3.4% |
| 30D | -9.0% | +121.5% | -130.5% | -10.8% |
| 3M | +15.1% | -65.4% | +80.5% | +16.0% |
| 6M | +38.1% | -67.5% | +105.7% | +39.3% |
| YTD | +80.7% | -68.6% | +149.3% | +82.2% |
| 1Y | +167.5% | +42.7% | +124.8% | +149.3% |
| 3Y | +366.0% | +43.4% | +322.6% | +314.1% |
| 5Y | +1,088.8% | +86.0% | +1,002.7% | +928.3% |
| 10Y | +1,055.0% | -77.4% | +1,132.4% | +949.1% |
| All | +1,055.0% | -77.1% | +1,132.1% | +949.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling