+6.5%
ATI vs CAPR
-72.8%
+79.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.7% | -0.2% | +4.2% |
| 7D | +6.2% | +41.1% | -34.9% | +4.8% |
| 30D | -7.1% | +11.1% | -18.2% | -7.7% |
| 3M | -21.3% | +115.3% | -136.6% | -24.6% |
| 6M | +6.5% | -73.8% | +80.3% | +24.2% |
| All | +6.5% | -72.8% | +79.3% | +24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling