+122.6%
ATI vs CAPR
-99.0%
+221.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.4% | -4.3% | +5.0% |
| 7D | +6.0% | +36.0% | -30.0% | +5.5% |
| 30D | -3.6% | +25.8% | -29.4% | -4.0% |
| 3M | -18.9% | +140.8% | -159.7% | -20.2% |
| 6M | +16.7% | -67.6% | +84.3% | +17.3% |
| YTD | +61.1% | -65.9% | +126.9% | +61.6% |
| 1Y | +89.3% | +66.1% | +23.2% | +79.5% |
| 3Y | +333.3% | +256.9% | +76.4% | +295.9% |
| 5Y | +954.5% | +172.1% | +782.4% | +859.0% |
| 10Y | +1,067.0% | -64.7% | +1,131.7% | +918.3% |
| All | +122.6% | -99.0% | +221.6% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling