+1,449.6%
CAH vs ATI
+1,117.2%
+332.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.0% |
| 7D | +5.4% | -0.1% | +5.4% | +5.4% |
| 30D | +3.3% | +2.7% | +0.6% | +2.8% |
| 3M | +22.8% | +16.3% | +6.5% | +19.6% |
| 6M | +11.3% | +30.2% | -18.9% | +6.0% |
| YTD | +21.1% | +83.6% | -62.4% | +9.4% |
| 1Y | +67.2% | +173.0% | -105.8% | +41.6% |
| 3Y | +195.6% | +356.6% | -161.0% | +125.0% |
| 5Y | +413.8% | +1,074.2% | -660.4% | +230.4% |
| 10Y | +309.6% | +1,136.2% | -826.6% | +136.8% |
| All | +1,449.6% | +1,117.2% | +332.4% | +622.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling