+118.6%
CAG vs ATI
+1,093.4%
-974.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -6.6% | +2.4% | -9.0% | -6.8% |
| 30D | +2.3% | -9.5% | +11.8% | +3.0% |
| 3M | +16.3% | +10.4% | +5.9% | +15.1% |
| 6M | -16.0% | +31.8% | -47.8% | -18.3% |
| YTD | -7.7% | +80.0% | -87.7% | -12.5% |
| 1Y | -16.0% | +175.8% | -191.9% | -23.3% |
| 3Y | -37.7% | +364.2% | -401.9% | -46.5% |
| 5Y | -41.2% | +1,076.9% | -1,118.1% | -54.2% |
| 10Y | -33.8% | +1,178.1% | -1,211.9% | -52.3% |
| All | +118.6% | +1,093.4% | -974.8% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling