+695.3%
CAT vs ATI
+1,002.4%
-307.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | +9.3% | +13.0% | -3.6% | +5.1% |
| 30D | -21.5% | +0.2% | -21.7% | -21.8% |
| 3M | -29.1% | -17.5% | -11.6% | -24.9% |
| 6M | -33.4% | +18.1% | -51.5% | -37.3% |
| YTD | +6.6% | +65.7% | -59.1% | -10.1% |
| 1Y | +6.5% | +91.9% | -85.4% | -14.2% |
| 3Y | +162.7% | +335.2% | -172.6% | +55.9% |
| 5Y | +214.2% | +1,004.3% | -790.1% | +35.0% |
| All | +695.3% | +1,002.4% | -307.1% | +217.1% |
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