+91.9%
ATI vs CNH
+21.1%
+70.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +2.5% |
| 7D | +13.0% | +6.4% | +6.6% | +11.1% |
| 30D | +0.2% | -1.6% | +1.8% | +0.4% |
| 3M | -17.5% | +11.6% | -29.0% | -21.5% |
| 6M | +18.1% | +12.5% | +5.6% | +11.5% |
| YTD | +65.7% | +31.1% | +34.6% | +48.5% |
| 1Y | +91.9% | +17.0% | +74.9% | +82.3% |
| All | +91.9% | +21.1% | +70.8% | +82.3% |
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