+1,141.3%
ATI vs COO
+2,020.5%
-879.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.7% |
| 7D | -0.1% | -2.2% | +2.2% | +1.0% |
| 30D | +2.7% | -7.0% | +9.7% | +5.8% |
| 3M | +16.3% | +12.2% | +4.1% | +9.0% |
| 6M | +30.2% | -15.1% | +45.3% | +38.7% |
| YTD | +83.6% | -15.1% | +98.6% | +95.3% |
| 1Y | +173.0% | +2.3% | +170.7% | +165.4% |
| 3Y | +356.6% | -23.7% | +380.3% | +389.6% |
| 5Y | +1,074.2% | -38.9% | +1,113.1% | +1,265.4% |
| 10Y | +1,136.2% | +49.9% | +1,086.3% | +866.8% |
| All | +1,141.3% | +2,020.5% | -879.2% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling