+1,110.7%
CAT vs ATI
+1,073.5%
+37.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.7% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -6.6% | +2.7% | -9.3% | -7.6% |
| 3M | -13.3% | +16.3% | -29.6% | -17.6% |
| 6M | +11.6% | +30.2% | -18.6% | +2.1% |
| YTD | +42.9% | +83.6% | -40.6% | +17.3% |
| 1Y | +95.4% | +173.0% | -77.6% | +41.0% |
| 3Y | +196.6% | +356.6% | -160.1% | +73.8% |
| 5Y | +321.7% | +1,074.2% | -752.5% | +77.7% |
| All | +1,110.7% | +1,073.5% | +37.2% | +354.7% |
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