+51.2%
CI vs ATI
+959.5%
-908.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +4.0% | +0.7% |
| 7D | +1.2% | +4.2% | -3.0% | +0.6% |
| 30D | +2.6% | -2.5% | +5.1% | +2.6% |
| 3M | +7.4% | -19.4% | +26.9% | +10.0% |
| 6M | -0.1% | +11.1% | -11.2% | -2.5% |
| YTD | +9.7% | +59.5% | -49.8% | +1.0% |
| 1Y | +12.1% | +85.8% | -73.6% | +0.9% |
| 3Y | +7.0% | +311.9% | -304.9% | -17.2% |
| All | +51.2% | +959.5% | -908.3% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling