+86.5%
ATI vs CP
+35.2%
+51.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.8% |
| 7D | +8.3% | +5.6% | +2.8% | +6.4% |
| 30D | -7.3% | +10.0% | -17.3% | -10.4% |
| 3M | -10.5% | +4.4% | -14.9% | -12.0% |
| 6M | +16.4% | +14.1% | +2.3% | +7.5% |
| YTD | +56.1% | +29.1% | +27.0% | +40.7% |
| 1Y | +86.5% | +34.6% | +52.0% | +64.7% |
| All | +86.5% | +35.2% | +51.3% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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