+1,141.3%
ATI vs CHD
+2,754.2%
-1,612.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.1% | -2.7% | +2.6% | +1.0% |
| 30D | +2.7% | -4.6% | +7.3% | +4.4% |
| 3M | +16.3% | +5.0% | +11.3% | +13.5% |
| 6M | +30.2% | -3.2% | +33.4% | +30.9% |
| YTD | +83.6% | +18.6% | +64.9% | +70.5% |
| 1Y | +173.0% | +4.8% | +168.2% | +164.4% |
| 3Y | +356.6% | +6.1% | +350.5% | +329.5% |
| 5Y | +1,074.2% | +24.0% | +1,050.2% | +913.9% |
| 10Y | +1,136.2% | +124.5% | +1,011.8% | +651.3% |
| All | +1,141.3% | +2,754.2% | -1,612.9% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling