-19.0%
CAG vs ATI
+159.9%
-178.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -5.7% | -5.6% | 0.0% | -6.1% |
| 30D | -2.4% | -13.7% | +11.3% | -3.3% |
| 3M | +9.8% | -0.4% | +10.2% | +9.9% |
| 6M | -10.8% | +26.2% | -37.1% | -11.1% |
| YTD | -10.8% | +73.2% | -84.0% | -10.0% |
| 1Y | -19.0% | +161.6% | -180.6% | -18.4% |
| All | -19.0% | +159.9% | -178.9% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling