+142.2%
CI vs ATI
+1,119.3%
-977.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | -0.3% |
| 7D | +0.1% | +6.0% | -5.9% | -1.0% |
| 30D | +4.7% | -3.6% | +8.3% | +4.9% |
| 3M | +5.2% | -18.9% | +24.1% | +8.6% |
| 6M | +3.8% | +16.7% | -12.9% | -0.6% |
| YTD | +9.2% | +61.1% | -51.9% | -2.4% |
| 1Y | +14.3% | +89.3% | -75.0% | -1.2% |
| 3Y | +8.4% | +333.3% | -324.9% | -23.5% |
| 5Y | +50.0% | +954.5% | -904.4% | -15.5% |
| 10Y | +142.2% | +1,067.0% | -924.8% | +22.3% |
| All | +142.2% | +1,119.3% | -977.1% | +22.3% |
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