+975.5%
ATI vs CPB
-39.4%
+1,014.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +1.3% | +2.9% | -1.5% | +1.3% |
| 30D | -4.8% | +17.6% | -22.3% | -5.0% |
| 3M | -19.9% | +2.0% | -22.0% | -19.9% |
| 6M | +15.4% | +11.6% | +3.7% | +14.8% |
| YTD | +59.2% | -13.8% | +73.0% | +60.5% |
| 1Y | +86.3% | -21.6% | +107.8% | +88.8% |
| 3Y | +318.2% | -35.8% | +354.0% | +325.1% |
| 5Y | +958.6% | -33.3% | +991.9% | +966.7% |
| All | +975.5% | -39.4% | +1,014.8% | +956.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling