+173.0%
ATI vs CNH
+29.2%
+143.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.1% | +1.8% |
| 7D | -0.1% | +23.3% | -23.3% | -6.1% |
| 30D | +2.7% | +33.5% | -30.8% | -6.2% |
| 3M | +16.3% | +32.7% | -16.4% | +6.1% |
| 6M | +30.2% | +22.2% | +8.0% | +21.2% |
| YTD | +83.6% | +57.7% | +25.9% | +59.6% |
| 1Y | +173.0% | +28.0% | +145.0% | +151.2% |
| All | +173.0% | +29.2% | +143.8% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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