+3.3%
CAT vs ATI
+85.0%
-81.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.8% |
| 7D | -6.3% | +1.3% | -7.6% | -6.9% |
| 30D | -26.8% | -4.8% | -22.0% | -25.0% |
| 3M | -30.0% | -19.9% | -10.1% | -20.8% |
| 6M | -34.6% | +15.4% | -49.9% | -41.2% |
| YTD | +2.9% | +59.2% | -56.3% | -26.3% |
| 1Y | +3.3% | +86.3% | -83.0% | -32.6% |
| All | +3.3% | +85.0% | -81.7% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling