+1,178.1%
ATI vs CP
+224.3%
+953.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.5% |
| 7D | +2.4% | +0.6% | +1.8% | +1.9% |
| 30D | -9.5% | -0.5% | -9.0% | -9.4% |
| 3M | +10.4% | +0.1% | +10.3% | +9.3% |
| 6M | +31.8% | +7.8% | +24.0% | +23.0% |
| YTD | +80.0% | +22.9% | +57.1% | +50.9% |
| 1Y | +175.8% | +21.3% | +154.5% | +132.5% |
| 3Y | +364.2% | +20.4% | +343.9% | +280.5% |
| 5Y | +1,076.9% | +34.9% | +1,041.9% | +752.7% |
| 10Y | +1,178.1% | +233.3% | +944.7% | +337.1% |
| All | +1,178.1% | +224.3% | +953.8% | +337.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling