+53.0%
CAH vs ATI
+18.9%
+34.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | +3.9% | +13.0% | -9.1% | +3.2% |
| 30D | +16.0% | +0.2% | +15.8% | +15.5% |
| 3M | +19.1% | -17.5% | +36.5% | +18.4% |
| 6M | +53.0% | +18.1% | +34.9% | +56.9% |
| All | +53.0% | +18.9% | +34.1% | +56.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling