+369.3%
ATI vs CNH
+12.3%
+356.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.1% | +1.5% |
| 7D | -0.1% | +23.3% | -23.3% | -7.7% |
| 30D | +2.7% | +33.5% | -30.8% | -8.4% |
| 3M | +16.3% | +32.7% | -16.4% | +3.4% |
| 6M | +30.2% | +22.2% | +8.0% | +19.2% |
| YTD | +83.6% | +57.7% | +25.9% | +51.3% |
| 1Y | +173.0% | +28.0% | +145.0% | +143.9% |
| All | +369.3% | +12.3% | +356.9% | +335.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling