+1,124.2%
ATI vs CF
+561.7%
+562.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.1% |
| 7D | +6.2% | -3.2% | +9.3% | +7.2% |
| 30D | -7.1% | +4.3% | -11.4% | -9.7% |
| 3M | -21.3% | +2.8% | -24.1% | -24.0% |
| 6M | +6.5% | +0.6% | +5.9% | +2.0% |
| YTD | +53.2% | +56.6% | -3.5% | +7.9% |
| 1Y | +82.7% | +49.6% | +33.1% | +31.7% |
| 3Y | +314.3% | +61.5% | +252.8% | +169.5% |
| 5Y | +890.9% | +124.0% | +767.0% | +357.6% |
| All | +1,124.2% | +561.7% | +562.4% | +160.1% |
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