+47.7%
CI vs ATI
+871.8%
-824.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.1% |
| 7D | -1.6% | +6.2% | -7.7% | -2.3% |
| 30D | +5.4% | -7.1% | +12.5% | +6.1% |
| 3M | +7.3% | -21.3% | +28.6% | +10.1% |
| 6M | +5.3% | +6.5% | -1.2% | +3.3% |
| YTD | +8.5% | +53.2% | -44.7% | +0.4% |
| 1Y | +17.1% | +82.7% | -65.6% | +5.6% |
| 3Y | +1.4% | +314.3% | -312.9% | -21.7% |
| All | +47.7% | +871.8% | -824.1% | -6.4% |
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