+1,245.8%
CI vs ATI
+915.7%
+330.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.5% |
| 7D | -1.6% | +6.2% | -7.7% | -2.9% |
| 30D | +5.4% | -7.1% | +12.5% | +6.5% |
| 3M | +7.3% | -21.3% | +28.6% | +11.8% |
| 6M | +5.3% | +6.5% | -1.2% | +2.3% |
| YTD | +8.5% | +53.2% | -44.7% | -3.1% |
| 1Y | +17.1% | +82.7% | -65.6% | +0.7% |
| 3Y | +1.4% | +314.3% | -312.9% | -29.7% |
| 5Y | +50.5% | +890.9% | -840.4% | -16.6% |
| 10Y | +168.5% | +1,142.3% | -973.8% | +22.9% |
| All | +1,245.8% | +915.7% | +330.1% | +366.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling