+725.3%
CAT vs ATI
+1,108.2%
-382.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.6% |
| 7D | -10.3% | +6.2% | -16.5% | -12.1% |
| 30D | -31.2% | -7.1% | -24.1% | -29.8% |
| 3M | -34.7% | -21.3% | -13.3% | -29.7% |
| 6M | -39.5% | +6.5% | -46.0% | -41.2% |
| YTD | -1.7% | +53.2% | -54.8% | -15.0% |
| 1Y | -1.1% | +82.7% | -83.8% | -19.2% |
| 3Y | +143.9% | +314.3% | -170.4% | +46.6% |
| 5Y | +194.8% | +890.9% | -696.1% | +30.3% |
| All | +725.3% | +1,108.2% | -382.8% | +210.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling