+86.5%
ATI vs CART
+61.3%
+25.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -0.6% |
| 7D | +8.3% | +1.4% | +7.0% | +8.4% |
| 30D | -7.3% | +29.7% | -36.9% | -5.3% |
| 3M | -10.5% | +29.7% | -40.2% | -8.4% |
| 6M | +16.4% | +36.8% | -20.4% | +20.2% |
| YTD | +56.1% | +31.7% | +24.4% | +60.3% |
| 1Y | +86.5% | +62.4% | +24.1% | +82.0% |
| All | +86.5% | +61.3% | +25.2% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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