+86.5%
ATI vs CHD
+30.9%
+55.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.6% |
| 7D | +8.3% | +6.9% | +1.4% | +8.7% |
| 30D | -7.3% | +17.1% | -24.4% | -6.9% |
| 3M | -10.5% | +9.1% | -19.6% | -10.1% |
| 6M | +16.4% | +21.4% | -5.0% | +15.1% |
| YTD | +56.1% | +34.9% | +21.2% | +60.4% |
| 1Y | +86.5% | +31.0% | +55.5% | +91.6% |
| All | +86.5% | +30.9% | +55.6% | +91.6% |
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