+996.8%
ATI vs CP
+255.2%
+741.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +1.3% | +2.8% | -1.5% | -0.9% |
| 30D | -4.8% | +11.0% | -15.8% | -12.6% |
| 3M | -19.9% | +3.8% | -23.8% | -23.0% |
| 6M | +15.4% | +9.5% | +5.9% | +5.5% |
| YTD | +59.2% | +28.2% | +31.0% | +28.1% |
| 1Y | +86.3% | +33.0% | +53.3% | +45.5% |
| 3Y | +318.2% | +35.5% | +282.7% | +208.5% |
| 5Y | +958.6% | +25.8% | +932.8% | +712.8% |
| 10Y | +996.8% | +250.7% | +746.0% | +253.1% |
| All | +996.8% | +255.2% | +741.6% | +253.1% |
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