-37.7%
CAG vs ATI
+1,154.1%
-1,191.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -5.7% | -5.6% | 0.0% | -5.5% |
| 30D | -2.4% | -13.7% | +11.3% | -1.9% |
| 3M | +9.8% | -0.4% | +10.2% | +9.7% |
| 6M | -10.8% | +26.2% | -37.1% | -11.9% |
| YTD | -10.8% | +73.2% | -84.0% | -13.0% |
| 1Y | -19.0% | +161.6% | -180.6% | -22.4% |
| 3Y | -39.7% | +346.2% | -385.9% | -44.3% |
| 5Y | -43.0% | +1,047.6% | -1,090.6% | -50.4% |
| All | -37.7% | +1,154.1% | -1,191.7% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling