+88.4%
ATI vs CP
+33.1%
+55.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.1% | +4.5% |
| 7D | +6.0% | +2.8% | +3.2% | +5.1% |
| 30D | -3.6% | +11.3% | -15.0% | -7.5% |
| 3M | -18.9% | +2.9% | -21.7% | -19.6% |
| 6M | +16.7% | +9.8% | +6.9% | +10.4% |
| YTD | +61.1% | +28.5% | +32.5% | +45.5% |
| All | +88.4% | +33.1% | +55.3% | +67.2% |
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