+935.8%
ATI vs CP
+6,062.4%
-5,126.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.7% |
| 7D | +6.2% | +2.8% | +3.4% | +3.8% |
| 30D | -7.1% | +10.2% | -17.3% | -14.4% |
| 3M | -21.3% | +2.4% | -23.7% | -23.6% |
| 6M | +6.5% | +7.7% | -1.2% | -1.5% |
| YTD | +53.2% | +26.0% | +27.2% | +24.8% |
| 1Y | +82.7% | +34.6% | +48.1% | +41.2% |
| 3Y | +314.3% | +26.7% | +287.6% | +225.0% |
| 5Y | +890.9% | +24.9% | +866.0% | +673.0% |
| 10Y | +1,142.3% | +258.6% | +883.7% | +320.6% |
| All | +935.8% | +6,062.4% | -5,126.5% | -34.1% |
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