+4,617.0%
CAT vs ATI
+915.7%
+3,701.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.5% |
| 7D | -10.3% | +6.2% | -16.5% | -12.1% |
| 30D | -31.2% | -7.1% | -24.1% | -29.9% |
| 3M | -34.7% | -21.3% | -13.3% | -29.9% |
| 6M | -39.5% | +6.5% | -46.0% | -41.2% |
| YTD | -1.7% | +53.2% | -54.8% | -14.9% |
| 1Y | -1.1% | +82.7% | -83.8% | -19.1% |
| 3Y | +143.9% | +314.3% | -170.4% | +46.7% |
| 5Y | +194.8% | +890.9% | -696.1% | +30.0% |
| 10Y | +739.8% | +1,142.3% | -402.6% | +190.5% |
| All | +4,617.0% | +915.7% | +3,701.2% | +1,164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling