+739.9%
ATI vs CDW
+903.1%
-163.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.5% |
| 7D | -0.1% | +3.2% | -3.2% | -1.9% |
| 30D | +2.7% | +9.3% | -6.6% | -3.1% |
| 3M | +16.3% | +9.8% | +6.5% | +7.0% |
| 6M | +30.2% | +23.3% | +6.8% | +6.5% |
| YTD | +83.6% | +13.7% | +69.9% | +56.1% |
| 1Y | +173.0% | -6.5% | +179.5% | +162.3% |
| 3Y | +356.6% | -25.2% | +381.9% | +395.8% |
| 5Y | +1,074.2% | -19.5% | +1,093.7% | +1,073.4% |
| 10Y | +1,136.2% | +285.8% | +850.4% | +374.7% |
| All | +739.9% | +903.1% | -163.2% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 all: compounded portfolio wealth divided by compounded CDW 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…
all analysis · Full analysis span regression · 6 months rolling