+935.8%
ATI vs COO
+1,800.2%
-864.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.2% |
| 7D | +6.2% | +4.7% | +1.4% | +3.9% |
| 30D | -7.1% | +13.9% | -21.0% | -12.8% |
| 3M | -21.3% | -14.9% | -6.4% | -16.6% |
| 6M | +6.5% | +2.0% | +4.5% | +2.8% |
| YTD | +53.2% | -23.9% | +77.1% | +69.1% |
| 1Y | +82.7% | -9.6% | +92.3% | +86.3% |
| 3Y | +314.3% | -25.4% | +339.7% | +343.8% |
| 5Y | +890.9% | -41.2% | +932.1% | +1,055.9% |
| 10Y | +1,142.3% | +42.1% | +1,100.3% | +883.6% |
| All | +935.8% | +1,800.2% | -864.3% | +235.7% |
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