+1,005.0%
ATI vs CPB
+14.1%
+990.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.9% | +3.0% |
| 7D | +4.7% | -4.1% | +8.8% | +6.0% |
| 30D | -0.2% | +16.9% | -17.2% | -5.6% |
| 3M | -18.5% | -0.6% | -17.9% | -19.3% |
| 6M | +16.4% | +11.4% | +5.0% | +9.9% |
| YTD | +63.4% | -14.8% | +78.2% | +67.3% |
| 1Y | +91.5% | -24.8% | +116.3% | +104.3% |
| 3Y | +329.2% | -36.6% | +365.8% | +367.5% |
| 5Y | +966.7% | -33.3% | +1,000.1% | +1,010.0% |
| 10Y | +1,003.8% | -40.4% | +1,044.2% | +1,008.7% |
| All | +1,005.0% | +14.1% | +990.9% | +662.7% |
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