+949.2%
ATI vs CHD
+33.2%
+916.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.8% |
| 7D | +4.2% | +3.6% | +0.5% | +4.0% |
| 30D | -2.5% | +10.4% | -12.9% | -2.9% |
| 3M | -19.4% | +12.2% | -31.6% | -19.8% |
| 6M | +11.1% | +19.9% | -8.8% | +10.1% |
| YTD | +59.5% | +36.4% | +23.1% | +57.3% |
| 1Y | +85.8% | +35.1% | +50.6% | +83.2% |
| 3Y | +311.9% | +29.2% | +282.7% | +298.0% |
| All | +949.2% | +33.2% | +916.0% | +856.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling