-39.5%
CAT vs ATI
+9.7%
-49.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.9% |
| 7D | -10.3% | +6.2% | -16.5% | -12.4% |
| 30D | -31.2% | -7.1% | -24.1% | -28.8% |
| 3M | -34.7% | -21.3% | -13.3% | -26.1% |
| 6M | -39.5% | +6.5% | -46.0% | -41.5% |
| All | -39.5% | +9.7% | -49.2% | -41.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling