+173.0%
ATI vs CART
+14.4%
+158.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.2% | +2.9% |
| 7D | -0.1% | +1.0% | -1.1% | 0.0% |
| 30D | +2.7% | +12.6% | -9.9% | +3.3% |
| 3M | +16.3% | +23.1% | -6.8% | +17.5% |
| 6M | +30.2% | +39.5% | -9.4% | +30.8% |
| YTD | +83.6% | +13.5% | +70.0% | +87.1% |
| 1Y | +173.0% | +14.9% | +158.1% | +176.5% |
| All | +173.0% | +14.4% | +158.6% | +176.5% |
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