+639.5%
ATI vs CNH
+64.7%
+574.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.1% | +0.4% |
| 7D | -0.1% | +23.3% | -23.3% | -13.4% |
| 30D | +2.7% | +33.5% | -30.8% | -16.5% |
| 3M | +16.3% | +32.7% | -16.4% | -6.2% |
| 6M | +30.2% | +22.2% | +8.0% | +9.9% |
| YTD | +83.6% | +57.7% | +25.9% | +29.0% |
| 1Y | +173.0% | +28.0% | +145.0% | +119.3% |
| 3Y | +356.6% | +11.5% | +345.1% | +276.2% |
| 5Y | +1,074.2% | +11.9% | +1,062.3% | +805.6% |
| 10Y | +1,136.2% | +162.8% | +973.4% | +372.9% |
| All | +639.5% | +64.7% | +574.8% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling