+1,187.9%
CI vs ATI
+1,117.2%
+70.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.9% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +4.4% | +2.7% | +1.7% | +3.7% |
| 3M | +0.7% | +16.3% | -15.7% | -3.1% |
| 6M | +0.3% | +30.2% | -29.8% | -6.3% |
| YTD | +3.8% | +83.6% | -79.7% | -10.0% |
| 1Y | -5.5% | +173.0% | -178.5% | -25.1% |
| 3Y | +8.1% | +356.6% | -348.5% | -26.2% |
| 5Y | +42.8% | +1,074.2% | -1,031.4% | -23.3% |
| 10Y | +143.9% | +1,136.2% | -992.3% | +11.8% |
| All | +1,187.9% | +1,117.2% | +70.8% | +332.8% |
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