+1,049.0%
ATI vs COPX
+167.3%
+881.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.0% | +3.3% | -0.2% |
| 7D | -2.7% | -2.9% | +0.2% | -1.4% |
| 30D | -13.5% | 0.0% | -13.5% | -13.9% |
| 3M | +8.5% | +14.8% | -6.3% | +0.2% |
| 6M | +25.2% | +7.0% | +18.1% | +18.3% |
| YTD | +73.4% | +23.8% | +49.6% | +50.0% |
| 1Y | +160.5% | +75.7% | +84.8% | +85.8% |
| 3Y | +347.3% | +156.4% | +190.9% | +144.2% |
| 5Y | +1,049.0% | +167.6% | +881.4% | +501.5% |
| All | +1,049.0% | +167.3% | +881.7% | +501.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling