+402.2%
CAH vs ATI
+1,086.3%
-684.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.2% | +2.4% | -4.6% | -2.5% |
| 30D | +1.2% | -9.5% | +10.7% | +2.4% |
| 3M | +13.1% | +10.4% | +2.7% | +11.4% |
| 6M | +8.5% | +31.8% | -23.3% | +4.0% |
| YTD | +17.6% | +80.0% | -62.4% | +8.1% |
| 1Y | +60.7% | +175.8% | -115.2% | +38.7% |
| 3Y | +183.2% | +364.2% | -181.1% | +118.8% |
| 5Y | +402.2% | +1,076.9% | -674.7% | +225.5% |
| All | +402.2% | +1,086.3% | -684.1% | +225.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling