+282.5%
CHTR vs ATI
+396.8%
-114.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.8% | -8.1% |
| 7D | -15.8% | +2.4% | -18.2% | -16.0% |
| 30D | -12.7% | -9.5% | -3.2% | -11.6% |
| 3M | -1.1% | +10.4% | -11.5% | -2.7% |
| 6M | -39.9% | +31.8% | -71.7% | -42.4% |
| YTD | -35.9% | +80.0% | -115.8% | -41.1% |
| 1Y | -49.2% | +175.8% | -225.0% | -56.0% |
| 3Y | -68.3% | +364.2% | -432.5% | -74.8% |
| 5Y | -83.0% | +1,076.9% | -1,159.8% | -88.0% |
| 10Y | -49.3% | +1,178.1% | -1,227.4% | -67.8% |
| All | +282.5% | +396.8% | -114.3% | +162.5% |
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 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