+935.8%
ATI vs CPB
+18.3%
+917.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.8% |
| 7D | +6.2% | +8.0% | -1.8% | +3.6% |
| 30D | -7.1% | +22.4% | -29.5% | -13.3% |
| 3M | -21.3% | +3.8% | -25.2% | -23.1% |
| 6M | +6.5% | +13.7% | -7.2% | 0.0% |
| YTD | +53.2% | -11.7% | +64.9% | +55.2% |
| 1Y | +82.7% | -18.1% | +100.8% | +89.5% |
| 3Y | +314.3% | -34.7% | +349.0% | +347.6% |
| 5Y | +890.9% | -30.6% | +921.5% | +917.9% |
| 10Y | +1,142.3% | -37.1% | +1,179.5% | +1,120.9% |
| All | +935.8% | +18.3% | +917.5% | +607.4% |
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