+498.6%
CAH vs ATI
+994.1%
-495.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | +3.9% | +13.0% | -9.1% | +2.3% |
| 30D | +16.0% | +0.2% | +15.8% | +15.7% |
| 3M | +19.1% | -17.5% | +36.5% | +21.5% |
| 6M | +53.0% | +18.1% | +34.9% | +48.9% |
| YTD | +36.6% | +65.7% | -29.1% | +26.6% |
| 1Y | +37.4% | +91.9% | -54.5% | +24.8% |
| 3Y | +178.8% | +335.2% | -156.4% | +116.9% |
| 5Y | +498.6% | +1,004.3% | -505.7% | +279.6% |
| All | +498.6% | +994.1% | -495.6% | +279.6% |
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 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