+85.8%
ATI vs CP
+31.6%
+54.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | +4.2% | +2.1% | +2.0% | +3.5% |
| 30D | -2.5% | +9.3% | -11.9% | -5.6% |
| 3M | -19.4% | +0.5% | -19.9% | -19.2% |
| 6M | +11.1% | +10.4% | +0.7% | +4.7% |
| YTD | +59.5% | +28.7% | +30.8% | +44.4% |
| 1Y | +85.8% | +33.2% | +52.6% | +63.0% |
| All | +85.8% | +31.6% | +54.2% | +63.0% |
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