+346.7%
ATI vs CBOE
+93.5%
+253.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -4.0% |
| 7D | -2.7% | -3.7% | +1.0% | -3.6% |
| 30D | -13.5% | +2.0% | -15.5% | -12.9% |
| 3M | +8.5% | -4.2% | +12.8% | +8.2% |
| 6M | +25.2% | +1.2% | +24.0% | +27.5% |
| YTD | +73.4% | +15.4% | +58.0% | +82.9% |
| 1Y | +160.5% | +23.5% | +137.0% | +180.7% |
| All | +346.7% | +93.5% | +253.2% | +410.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling