+173.0%
ATI vs CHD
+7.1%
+166.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.1% | -2.7% | +2.6% | -0.3% |
| 30D | +2.7% | -4.6% | +7.3% | +2.3% |
| 3M | +16.3% | +5.0% | +11.3% | +16.5% |
| 6M | +30.2% | -3.2% | +33.4% | +29.4% |
| YTD | +83.6% | +18.6% | +64.9% | +92.5% |
| 1Y | +173.0% | +4.8% | +168.2% | +192.2% |
| All | +173.0% | +7.1% | +166.0% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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