+1,067.0%
ATI vs CF
+546.3%
+520.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.2% | +5.2% |
| 7D | +6.0% | -0.9% | +6.9% | +6.0% |
| 30D | -3.6% | +6.9% | -10.6% | -7.4% |
| 3M | -18.9% | +4.8% | -23.7% | -22.3% |
| 6M | +16.7% | +4.7% | +12.0% | +9.6% |
| YTD | +61.1% | +56.5% | +4.6% | +13.7% |
| 1Y | +89.3% | +48.4% | +40.9% | +37.2% |
| 3Y | +333.3% | +59.1% | +274.2% | +184.8% |
| 5Y | +954.5% | +109.5% | +844.9% | +412.7% |
| 10Y | +1,067.0% | +487.0% | +580.0% | +180.4% |
| All | +1,067.0% | +546.3% | +520.7% | +180.4% |
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