+180.2%
CAH vs ATI
+358.3%
-178.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.2% | +2.4% | -4.6% | -2.4% |
| 30D | +1.2% | -9.5% | +10.7% | +2.0% |
| 3M | +13.1% | +10.4% | +2.7% | +12.0% |
| 6M | +8.5% | +31.8% | -23.3% | +5.5% |
| YTD | +17.6% | +80.0% | -62.4% | +11.2% |
| 1Y | +60.7% | +175.8% | -115.2% | +45.6% |
| All | +180.2% | +358.3% | -178.1% | +137.8% |
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