+575.8%
ATI vs CF
+5,277.9%
-4,702.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.2% | -12.2% | -9.3% |
| 7D | -3.8% | +0.4% | -4.2% | -4.8% |
| 30D | -13.5% | +2.2% | -15.7% | -15.5% |
| 3M | -17.9% | +2.1% | -20.0% | -20.9% |
| 6M | +8.4% | -6.5% | +14.9% | +6.7% |
| YTD | +46.7% | +55.6% | -8.9% | +1.6% |
| 1Y | +74.5% | +42.3% | +32.2% | +26.7% |
| 3Y | +303.7% | +55.7% | +248.0% | +163.1% |
| 5Y | +848.9% | +122.4% | +726.5% | +352.9% |
| 10Y | +1,089.7% | +568.5% | +521.1% | +180.5% |
| All | +575.8% | +5,277.9% | -4,702.1% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling