-36.0%
CAG vs ATI
+318.7%
-354.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +5.0% | +0.9% |
| 7D | -3.3% | +4.2% | -7.5% | -3.0% |
| 30D | +7.7% | -2.5% | +10.2% | +7.8% |
| 3M | -3.2% | -19.4% | +16.2% | -4.1% |
| 6M | +7.0% | +11.1% | -4.1% | +7.7% |
| YTD | -9.0% | +59.5% | -68.5% | -6.6% |
| 1Y | -9.6% | +85.8% | -95.4% | -6.4% |
| 3Y | -36.0% | +311.9% | -347.9% | -28.6% |
| All | -36.0% | +318.7% | -354.7% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling