+1,090.2%
ATI vs COPX
+583.8%
+506.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -5.6% | -2.3% | -3.3% | -4.3% |
| 30D | -13.7% | +0.3% | -14.0% | -14.5% |
| 3M | -0.4% | +6.8% | -7.2% | -6.6% |
| 6M | +26.2% | +7.9% | +18.3% | +15.2% |
| YTD | +73.2% | +23.7% | +49.5% | +39.8% |
| 1Y | +161.6% | +71.5% | +90.1% | +63.0% |
| 3Y | +346.2% | +149.1% | +197.1% | +91.9% |
| 5Y | +1,047.6% | +167.3% | +880.3% | +333.4% |
| All | +1,090.2% | +583.8% | +506.4% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling