+901.1%
ATI vs COO
-41.6%
+942.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.0% |
| 7D | +6.2% | +4.7% | +1.4% | +4.5% |
| 30D | -7.1% | +13.9% | -21.0% | -11.3% |
| 3M | -21.3% | -14.9% | -6.4% | -17.6% |
| 6M | +6.5% | +2.0% | +4.5% | +3.3% |
| YTD | +53.2% | -23.9% | +77.1% | +66.1% |
| 1Y | +82.7% | -9.6% | +92.3% | +86.0% |
| 3Y | +314.3% | -25.4% | +339.7% | +335.6% |
| All | +901.1% | -41.6% | +942.7% | +979.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling