+732.3%
ATI vs CF
+5,992.8%
-5,260.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.0% |
| 7D | +3.2% | -0.9% | +4.1% | +3.5% |
| 30D | -9.0% | +18.1% | -27.1% | -17.5% |
| 3M | +15.1% | +23.4% | -8.3% | +0.5% |
| 6M | +38.1% | +17.1% | +21.0% | +16.3% |
| YTD | +80.7% | +76.2% | +4.4% | +18.9% |
| 1Y | +167.5% | +62.3% | +105.2% | +83.1% |
| 3Y | +366.0% | +71.8% | +294.2% | +192.1% |
| 5Y | +1,088.8% | +234.6% | +854.2% | +351.6% |
| 10Y | +1,055.0% | +574.3% | +480.7% | +175.4% |
| All | +732.3% | +5,992.8% | -5,260.4% | -45.6% |
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