+311.9%
ATI vs CNH
+29.5%
+282.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | +4.2% | +3.0% | +1.1% | +3.0% |
| 30D | -2.5% | -0.6% | -1.9% | -2.6% |
| 3M | -19.4% | +14.6% | -34.1% | -24.9% |
| 6M | +11.1% | +11.8% | -0.7% | +3.6% |
| YTD | +59.5% | +30.4% | +29.1% | +39.5% |
| 1Y | +85.8% | +19.1% | +66.7% | +68.3% |
| 3Y | +311.9% | +30.2% | +281.7% | +252.1% |
| All | +311.9% | +29.5% | +282.4% | +252.1% |
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