+517.1%
ATI vs CNH
+32.2%
+484.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.7% | +2.7% |
| 7D | +6.2% | -1.7% | +7.9% | +7.4% |
| 30D | -7.1% | -7.2% | +0.1% | -3.3% |
| 3M | -21.3% | +6.5% | -27.9% | -27.2% |
| 6M | +6.5% | +7.9% | -1.4% | -4.4% |
| YTD | +53.2% | +26.6% | +26.6% | +22.1% |
| 1Y | +82.7% | +13.8% | +69.0% | +55.6% |
| 3Y | +314.3% | +9.2% | +305.1% | +234.5% |
| 5Y | +890.9% | -15.6% | +906.5% | +813.4% |
| 10Y | +1,142.3% | +119.2% | +1,023.1% | +425.0% |
| All | +517.1% | +32.2% | +484.9% | +183.4% |
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