+901.1%
ATI vs CF
+120.6%
+780.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.3% |
| 7D | +6.2% | -3.2% | +9.3% | +6.6% |
| 30D | -7.1% | +4.3% | -11.4% | -8.0% |
| 3M | -21.3% | +2.8% | -24.1% | -22.3% |
| 6M | +6.5% | +0.6% | +5.9% | +4.9% |
| YTD | +53.2% | +56.6% | -3.5% | +27.3% |
| 1Y | +82.7% | +49.6% | +33.1% | +53.9% |
| 3Y | +314.3% | +61.5% | +252.8% | +230.2% |
| All | +901.1% | +120.6% | +780.5% | +614.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling