+1,107.9%
ATI vs CPB
-39.6%
+1,147.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.4% | +2.8% |
| 7D | -0.1% | -8.6% | +8.5% | -0.5% |
| 30D | +2.7% | -7.2% | +9.9% | +2.4% |
| 3M | +16.3% | +0.9% | +15.4% | +16.1% |
| 6M | +30.2% | -11.8% | +42.0% | +30.0% |
| YTD | +83.6% | -19.4% | +103.0% | +83.2% |
| 1Y | +173.0% | -30.4% | +203.4% | +173.2% |
| 3Y | +356.6% | -40.2% | +396.8% | +349.2% |
| All | +1,107.9% | -39.6% | +1,147.4% | +1,002.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling