+700.3%
CAT vs ATI
+1,017.6%
-317.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.0% |
| 7D | +1.7% | +4.7% | -3.0% | +0.3% |
| 30D | -24.6% | -0.2% | -24.3% | -24.8% |
| 3M | -28.5% | -18.5% | -10.0% | -23.9% |
| 6M | -34.8% | +16.4% | -51.2% | -38.4% |
| YTD | +5.9% | +63.4% | -57.5% | -10.2% |
| 1Y | +6.8% | +91.5% | -84.7% | -13.8% |
| 3Y | +161.1% | +329.2% | -168.1% | +55.7% |
| 5Y | +213.4% | +966.7% | -753.3% | +36.2% |
| 10Y | +700.3% | +1,003.8% | -303.4% | +218.5% |
| All | +700.3% | +1,017.6% | -317.2% | +218.5% |
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