+115.2%
CMS vs ATI
+1,073.5%
-958.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.4% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | -3.6% | +2.7% | -6.3% | -3.8% |
| 3M | -1.9% | +16.3% | -18.2% | -3.2% |
| 6M | -11.0% | +30.2% | -41.1% | -13.0% |
| YTD | +0.2% | +83.6% | -83.4% | -4.5% |
| 1Y | -1.3% | +173.0% | -174.3% | -8.8% |
| 3Y | +35.9% | +356.6% | -320.7% | +18.3% |
| 5Y | +23.1% | +1,074.2% | -1,051.1% | -2.3% |
| All | +115.2% | +1,073.5% | -958.3% | +54.8% |
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 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