+1,141.3%
ATI vs CPB
+8.0%
+1,133.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.4% | +4.1% |
| 7D | -0.1% | -8.6% | +8.5% | +2.6% |
| 30D | +2.7% | -7.2% | +9.9% | +4.7% |
| 3M | +16.3% | +0.9% | +15.4% | +14.4% |
| 6M | +30.2% | -11.8% | +42.0% | +33.3% |
| YTD | +83.6% | -19.4% | +103.0% | +92.7% |
| 1Y | +173.0% | -30.4% | +203.4% | +199.8% |
| 3Y | +356.6% | -40.2% | +396.8% | +409.1% |
| 5Y | +1,074.2% | -39.5% | +1,113.7% | +1,174.8% |
| 10Y | +1,136.2% | -47.4% | +1,183.6% | +1,221.0% |
| All | +1,141.3% | +8.0% | +1,133.3% | +778.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling