+325.1%
COP vs ATI
+1,051.1%
-726.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -0.8% | +3.2% | -4.0% | -1.8% |
| 30D | +15.6% | -9.0% | +24.6% | +18.6% |
| 3M | +14.3% | +15.1% | -0.7% | +8.3% |
| 6M | +17.0% | +38.1% | -21.1% | +2.9% |
| YTD | +47.4% | +80.7% | -33.2% | +18.4% |
| 1Y | +52.4% | +167.5% | -115.1% | +6.9% |
| 3Y | +20.8% | +366.0% | -345.2% | -33.7% |
| 5Y | +191.7% | +1,088.8% | -897.1% | +9.8% |
| 10Y | +325.1% | +1,055.0% | -729.9% | +46.2% |
| All | +325.1% | +1,051.1% | -726.1% | +46.2% |
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