+1,005.0%
ATI vs CP
+6,169.4%
-5,164.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | +4.7% | -0.7% | +5.4% | +5.3% |
| 30D | -0.2% | +9.6% | -9.9% | -7.7% |
| 3M | -18.5% | +2.2% | -20.7% | -20.7% |
| 6M | +16.4% | +11.1% | +5.3% | +5.1% |
| YTD | +63.4% | +28.2% | +35.2% | +31.4% |
| 1Y | +91.5% | +32.2% | +59.4% | +50.3% |
| 3Y | +329.2% | +35.5% | +293.7% | +219.7% |
| 5Y | +966.7% | +26.8% | +939.9% | +723.2% |
| 10Y | +1,003.8% | +256.9% | +746.8% | +275.4% |
| All | +1,005.0% | +6,169.4% | -5,164.3% | -30.6% |
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