+1,067.0%
ATI vs CP
+261.0%
+806.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.1% | +3.6% |
| 7D | +6.0% | +2.8% | +3.2% | +3.7% |
| 30D | -3.6% | +11.3% | -15.0% | -11.8% |
| 3M | -18.9% | +2.9% | -21.7% | -21.4% |
| 6M | +16.7% | +9.8% | +6.9% | +6.5% |
| YTD | +61.1% | +28.5% | +32.5% | +29.3% |
| 1Y | +89.3% | +33.5% | +55.8% | +47.4% |
| 3Y | +333.3% | +31.9% | +301.4% | +226.6% |
| 5Y | +954.5% | +25.5% | +929.0% | +711.3% |
| 10Y | +1,067.0% | +257.6% | +809.4% | +263.3% |
| All | +1,067.0% | +261.0% | +806.0% | +263.3% |
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