+86.6%
ATI vs CPB
-22.3%
+108.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.5% |
| 7D | +1.3% | +2.9% | -1.5% | +2.1% |
| 30D | -4.8% | +17.6% | -22.3% | -0.2% |
| 3M | -19.9% | +2.0% | -22.0% | -18.3% |
| 6M | +15.4% | +11.6% | +3.7% | +18.9% |
| YTD | +59.2% | -13.8% | +73.0% | +61.2% |
| All | +86.6% | -22.3% | +108.9% | +86.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling