+1,067.0%
ATI vs CNH
+134.0%
+933.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.9% | -5.7% | -1.6% |
| 7D | +6.0% | +8.6% | -2.5% | +0.6% |
| 30D | -3.6% | +12.6% | -16.2% | -11.2% |
| 3M | -18.9% | +17.5% | -36.4% | -29.4% |
| 6M | +16.7% | +18.1% | -1.4% | -0.9% |
| YTD | +61.1% | +40.4% | +20.7% | +20.4% |
| 1Y | +89.3% | +34.0% | +55.3% | +45.4% |
| 3Y | +333.3% | +35.3% | +298.0% | +203.4% |
| 5Y | +954.5% | -5.1% | +959.6% | +798.7% |
| 10Y | +1,067.0% | +124.0% | +943.0% | +367.9% |
| All | +1,067.0% | +134.0% | +933.0% | +367.9% |
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