+436.5%
CARR vs ATI
+2,857.5%
-2,421.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +3.2% | +3.2% | +0.1% | +2.3% |
| 30D | -7.7% | -9.0% | +1.4% | -5.2% |
| 3M | -11.9% | +15.1% | -27.0% | -15.8% |
| 6M | +2.0% | +38.1% | -36.1% | -7.6% |
| YTD | +13.2% | +80.7% | -67.5% | -5.0% |
| 1Y | -8.5% | +167.5% | -176.0% | -31.4% |
| 3Y | +5.0% | +366.0% | -361.0% | -34.5% |
| 5Y | +12.0% | +1,088.8% | -1,076.8% | -46.3% |
| All | +436.5% | +2,857.5% | -2,421.0% | +88.1% |
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