+996.8%
ATI vs CF
+494.2%
+502.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -2.3% |
| 7D | +1.3% | +4.8% | -3.4% | -1.1% |
| 30D | -4.8% | +9.7% | -14.5% | -9.5% |
| 3M | -19.9% | +1.2% | -21.2% | -21.9% |
| 6M | +15.4% | +7.4% | +8.0% | +7.1% |
| YTD | +59.2% | +60.5% | -1.3% | +11.1% |
| 1Y | +86.3% | +50.7% | +35.5% | +34.3% |
| 3Y | +318.2% | +64.8% | +253.4% | +170.4% |
| 5Y | +958.6% | +115.8% | +842.8% | +408.0% |
| 10Y | +996.8% | +481.0% | +515.7% | +168.5% |
| All | +996.8% | +494.2% | +502.6% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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