+600.9%
ATI vs CDW
+933.5%
-332.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.9% |
| 7D | +6.2% | +2.1% | +4.1% | +4.2% |
| 30D | -7.1% | +14.7% | -21.8% | -15.0% |
| 3M | -21.3% | +11.1% | -32.4% | -27.9% |
| 6M | +6.5% | +45.6% | -39.1% | -19.9% |
| YTD | +53.2% | +17.1% | +36.1% | +25.6% |
| 1Y | +82.7% | +13.2% | +69.5% | +53.1% |
| 3Y | +314.3% | -22.2% | +336.5% | +329.8% |
| 5Y | +890.9% | -10.1% | +901.0% | +803.8% |
| 10Y | +1,142.3% | +307.0% | +835.4% | +353.0% |
| All | +600.9% | +933.5% | -332.6% | +104.5% |
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