+10.7%
CARR vs ATI
+1,029.4%
-1,018.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | -3.8% | -5.6% | +1.9% | -2.0% |
| 30D | -8.9% | -13.7% | +4.8% | -4.6% |
| 3M | -17.3% | -0.4% | -16.9% | -17.6% |
| 6M | -1.4% | +26.2% | -27.6% | -9.1% |
| YTD | +10.0% | +73.2% | -63.2% | -7.9% |
| 1Y | -6.4% | +161.6% | -168.0% | -31.0% |
| 3Y | +1.5% | +346.2% | -344.6% | -38.3% |
| All | +10.7% | +1,029.4% | -1,018.7% | -43.9% |
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 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