+356.3%
ATI vs COPX
+200.8%
+155.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.1% |
| 7D | +2.4% | +6.0% | -3.6% | -2.3% |
| 30D | -9.5% | +6.4% | -15.9% | -14.5% |
| 3M | +10.4% | +19.3% | -8.9% | -5.8% |
| 6M | +31.8% | +16.2% | +15.6% | +12.1% |
| YTD | +80.0% | +33.2% | +46.8% | +33.6% |
| 1Y | +175.8% | +90.2% | +85.6% | +50.1% |
| 3Y | +364.2% | +175.7% | +188.6% | +69.2% |
| 5Y | +1,076.9% | +193.1% | +883.7% | +276.2% |
| 10Y | +1,178.1% | +619.4% | +558.7% | +70.9% |
| All | +356.3% | +200.8% | +155.5% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling