+92.9%
ATI vs CART
+48.3%
+44.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +13.0% | +1.2% | +11.8% | +13.0% |
| 30D | +0.2% | +17.8% | -17.6% | +1.7% |
| 3M | -17.5% | +20.7% | -38.2% | -16.0% |
| 6M | +18.1% | +49.7% | -31.6% | +23.5% |
| YTD | +65.7% | +30.0% | +35.7% | +69.6% |
| All | +92.9% | +48.3% | +44.7% | +98.4% |
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