+158.3%
CAT vs ATI
+318.7%
-160.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.5% |
| 7D | +7.4% | +4.2% | +3.3% | +5.9% |
| 30D | -19.7% | -2.5% | -17.1% | -19.2% |
| 3M | -29.6% | -19.4% | -10.2% | -24.3% |
| 6M | -33.2% | +11.1% | -44.3% | -36.0% |
| YTD | +5.7% | +59.5% | -53.9% | -9.5% |
| 1Y | +9.3% | +85.8% | -76.4% | -10.3% |
| 3Y | +158.3% | +311.9% | -153.6% | +68.1% |
| All | +158.3% | +318.7% | -160.4% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling