+1,141.3%
ATI vs CP
+6,010.9%
-4,869.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.7% |
| 7D | -0.1% | -2.7% | +2.6% | +2.1% |
| 30D | +2.7% | +0.2% | +2.5% | +2.2% |
| 3M | +16.3% | +2.6% | +13.7% | +13.0% |
| 6M | +30.2% | +6.0% | +24.2% | +23.3% |
| YTD | +83.6% | +24.9% | +58.6% | +51.8% |
| 1Y | +173.0% | +20.1% | +152.9% | +132.0% |
| 3Y | +356.6% | +16.4% | +340.3% | +286.8% |
| 5Y | +1,074.2% | +31.7% | +1,042.5% | +784.7% |
| 10Y | +1,136.2% | +223.9% | +912.4% | +357.4% |
| All | +1,141.3% | +6,010.9% | -4,869.7% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling