+289.9%
CAH vs ATI
+1,155.5%
-865.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.1% |
| 7D | -5.1% | -2.7% | -2.4% | -4.7% |
| 30D | -1.8% | -13.5% | +11.7% | +0.5% |
| 3M | +9.4% | +8.5% | +0.8% | +7.5% |
| 6M | +9.2% | +25.2% | -15.9% | +4.4% |
| YTD | +15.7% | +73.4% | -57.7% | +4.7% |
| 1Y | +59.7% | +160.5% | -100.8% | +34.5% |
| 3Y | +178.5% | +347.3% | -168.8% | +107.0% |
| 5Y | +398.3% | +1,049.0% | -650.7% | +204.7% |
| All | +289.9% | +1,155.5% | -865.7% | +119.5% |
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