+82.7%
ATI vs CF
+46.5%
+36.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.7% |
| 7D | +6.2% | -3.2% | +9.3% | +5.3% |
| 30D | -7.1% | +4.3% | -11.4% | -5.2% |
| 3M | -21.3% | +2.8% | -24.1% | -19.6% |
| 6M | +6.5% | +0.6% | +5.9% | +8.7% |
| YTD | +53.2% | +56.6% | -3.5% | +48.3% |
| 1Y | +82.7% | +49.6% | +33.1% | +77.9% |
| All | +82.7% | +46.5% | +36.2% | +77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling