+160.5%
ATI vs CHD
+0.8%
+159.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.3% | -3.7% |
| 7D | -2.7% | -4.7% | +2.0% | -3.0% |
| 30D | -13.5% | -8.3% | -5.2% | -14.0% |
| 3M | +8.5% | -4.0% | +12.6% | +8.6% |
| 6M | +25.2% | -6.5% | +31.7% | +24.4% |
| YTD | +73.4% | +13.1% | +60.3% | +81.0% |
| 1Y | +160.5% | +2.3% | +158.2% | +180.0% |
| All | +160.5% | +0.8% | +159.7% | +180.0% |
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