+161.6%
ATI vs COPX
+73.7%
+87.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -5.6% | -2.3% | -3.3% | -4.8% |
| 30D | -13.7% | +0.3% | -14.0% | -14.1% |
| 3M | -0.4% | +6.8% | -7.2% | -4.1% |
| 6M | +26.2% | +7.9% | +18.3% | +18.8% |
| YTD | +73.2% | +23.7% | +49.5% | +55.6% |
| 1Y | +161.6% | +71.5% | +90.1% | +138.1% |
| All | +161.6% | +73.7% | +87.9% | +138.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling