+139.1%
CI vs ATI
+1,051.1%
-912.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.1% |
| 7D | -2.6% | +3.2% | -5.7% | -3.1% |
| 30D | -2.4% | -9.0% | +6.6% | -0.7% |
| 3M | -4.8% | +15.1% | -19.8% | -7.7% |
| 6M | +2.1% | +38.1% | -36.0% | -5.0% |
| YTD | +1.4% | +80.7% | -79.3% | -10.7% |
| 1Y | -6.8% | +167.5% | -174.3% | -24.2% |
| 3Y | +3.3% | +366.0% | -362.7% | -27.4% |
| 5Y | +41.1% | +1,088.8% | -1,047.7% | -21.4% |
| 10Y | +139.1% | +1,055.0% | -915.9% | +16.1% |
| All | +139.1% | +1,051.1% | -912.1% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling