+1,098.9%
ATI vs CP
+32.0%
+1,066.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.8% |
| 7D | -0.1% | -2.7% | +2.6% | +1.6% |
| 30D | +2.7% | +0.2% | +2.5% | +2.3% |
| 3M | +16.3% | +2.6% | +13.7% | +13.6% |
| 6M | +30.2% | +6.0% | +24.2% | +24.5% |
| YTD | +83.6% | +24.9% | +58.6% | +57.4% |
| 1Y | +173.0% | +20.1% | +152.9% | +139.6% |
| 3Y | +356.6% | +16.4% | +340.3% | +297.9% |
| All | +1,098.9% | +32.0% | +1,066.9% | +827.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling