+674.0%
CAT vs ATI
+1,024.4%
-350.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | -6.3% | +1.3% | -7.6% | -6.6% |
| 30D | -26.8% | -4.8% | -22.0% | -25.9% |
| 3M | -30.0% | -19.9% | -10.1% | -25.2% |
| 6M | -34.6% | +15.4% | -49.9% | -38.0% |
| YTD | +2.9% | +59.2% | -56.3% | -12.0% |
| 1Y | +3.3% | +86.3% | -83.0% | -16.0% |
| 3Y | +153.7% | +318.2% | -164.5% | +52.6% |
| 5Y | +207.3% | +958.6% | -751.3% | +33.9% |
| 10Y | +674.0% | +996.8% | -322.7% | +209.1% |
| All | +674.0% | +1,024.4% | -350.4% | +209.1% |
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 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