+348.3%
ATI vs CPAY
+1,524.4%
-1,176.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.2% |
| 7D | +2.4% | -2.5% | +4.9% | +4.0% |
| 30D | -9.5% | +1.3% | -10.8% | -10.5% |
| 3M | +10.4% | +13.5% | -3.1% | +0.5% |
| 6M | +31.8% | +24.7% | +7.1% | +10.8% |
| YTD | +80.0% | +34.9% | +45.0% | +40.2% |
| 1Y | +175.8% | +29.7% | +146.1% | +118.1% |
| 3Y | +364.2% | +49.4% | +314.9% | +221.3% |
| 5Y | +1,076.9% | +53.5% | +1,023.4% | +669.1% |
| 10Y | +1,178.1% | +152.5% | +1,025.6% | +505.1% |
| All | +348.3% | +1,524.4% | -1,176.0% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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