+86.3%
ATI vs CP
+32.8%
+53.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +1.3% | +2.8% | -1.5% | +0.4% |
| 30D | -4.8% | +11.0% | -15.8% | -8.4% |
| 3M | -19.9% | +3.8% | -23.8% | -21.0% |
| 6M | +15.4% | +9.5% | +5.9% | +9.2% |
| YTD | +59.2% | +28.2% | +31.0% | +44.0% |
| 1Y | +86.3% | +33.0% | +53.3% | +65.4% |
| All | +86.3% | +32.8% | +53.5% | +65.4% |
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