+1,090.2%
ATI vs CBOE
+368.5%
+721.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | -5.6% | -5.8% | +0.2% | -3.8% |
| 30D | -13.7% | -3.1% | -10.6% | -13.0% |
| 3M | -0.4% | -4.8% | +4.4% | +0.2% |
| 6M | +26.2% | -0.6% | +26.8% | +22.6% |
| YTD | +73.2% | +12.8% | +60.4% | +59.1% |
| 1Y | +161.6% | +19.8% | +141.8% | +133.1% |
| 3Y | +346.2% | +86.9% | +259.2% | +204.7% |
| 5Y | +1,047.6% | +136.5% | +911.1% | +572.6% |
| All | +1,090.2% | +368.5% | +721.7% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling