+970.1%
ATI vs CP
+259.0%
+711.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.7% |
| 7D | +13.0% | +0.9% | +12.1% | +12.2% |
| 30D | +0.2% | +10.3% | -10.2% | -7.6% |
| 3M | -17.5% | +2.3% | -19.8% | -19.7% |
| 6M | +18.1% | +10.7% | +7.4% | +7.1% |
| YTD | +65.7% | +29.3% | +36.4% | +32.4% |
| 1Y | +91.9% | +31.5% | +60.5% | +51.3% |
| 3Y | +335.2% | +36.7% | +298.5% | +218.7% |
| 5Y | +1,004.3% | +26.8% | +977.5% | +742.6% |
| All | +970.1% | +259.0% | +711.1% | +211.7% |
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 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