+142.2%
CI vs ATI
+1,002.4%
-860.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | -1.7% | +13.0% | -14.7% | -4.0% |
| 30D | +4.9% | +0.2% | +4.7% | +4.3% |
| 3M | +7.4% | -17.5% | +24.9% | +10.5% |
| 6M | +0.4% | +18.1% | -17.7% | -4.1% |
| YTD | +9.5% | +65.7% | -56.2% | -2.7% |
| 1Y | +12.0% | +91.9% | -80.0% | -3.4% |
| 3Y | +7.1% | +335.2% | -328.2% | -24.5% |
| 5Y | +49.3% | +1,004.3% | -955.0% | -16.8% |
| All | +142.2% | +1,002.4% | -860.2% | +20.9% |
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 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