+298.3%
COP vs ATI
+1,119.3%
-821.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -2.8% |
| 7D | -8.4% | +6.0% | -14.4% | -10.1% |
| 30D | +0.3% | -3.6% | +3.9% | +0.6% |
| 3M | +15.1% | -18.9% | +34.0% | +20.9% |
| 6M | +19.8% | +16.7% | +3.1% | +11.2% |
| YTD | +46.8% | +61.1% | -14.3% | +20.4% |
| 1Y | +59.7% | +89.3% | -29.6% | +24.0% |
| 3Y | +28.7% | +333.3% | -304.6% | -29.1% |
| 5Y | +110.7% | +954.5% | -843.8% | -19.5% |
| 10Y | +298.3% | +1,067.0% | -768.7% | +32.5% |
| All | +298.3% | +1,119.3% | -821.0% | +32.5% |
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