+1,055.0%
ATI vs CNH
+152.9%
+902.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | +2.0% |
| 7D | +3.2% | +8.8% | -5.6% | -2.8% |
| 30D | -9.0% | +24.7% | -33.7% | -22.6% |
| 3M | +15.1% | +27.3% | -12.3% | -4.6% |
| 6M | +38.1% | +23.2% | +15.0% | +15.8% |
| YTD | +80.7% | +48.9% | +31.7% | +31.8% |
| 1Y | +167.5% | +19.4% | +148.1% | +125.1% |
| 3Y | +366.0% | +7.8% | +358.2% | +292.5% |
| 5Y | +1,088.8% | +8.7% | +1,080.0% | +823.8% |
| 10Y | +1,055.0% | +149.5% | +905.5% | +279.7% |
| All | +1,055.0% | +152.9% | +902.0% | +279.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling