+5.8%
CAT vs ATI
+87.1%
-81.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.2% | +2.1% | +4.5% |
| 7D | -2.4% | +6.0% | -8.4% | -5.2% |
| 30D | -25.0% | -3.6% | -21.4% | -23.7% |
| 3M | -28.7% | -18.9% | -9.9% | -19.9% |
| 6M | -33.0% | +16.7% | -49.7% | -40.2% |
| YTD | +5.4% | +61.1% | -55.6% | -25.0% |
| All | +5.8% | +87.1% | -81.3% | -31.4% |
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