+311.9%
ATI vs CP
+36.4%
+275.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | +4.2% | +2.1% | +2.0% | +3.2% |
| 30D | -2.5% | +9.3% | -11.9% | -6.8% |
| 3M | -19.4% | +0.5% | -19.9% | -19.8% |
| 6M | +11.1% | +10.4% | +0.7% | +4.4% |
| YTD | +59.5% | +28.7% | +30.8% | +38.4% |
| 1Y | +85.8% | +33.2% | +52.6% | +58.3% |
| 3Y | +311.9% | +38.4% | +273.5% | +247.8% |
| All | +311.9% | +36.4% | +275.5% | +247.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling