+113.0%
COP vs ATI
+871.8%
-758.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.1% |
| 7D | -11.5% | +6.2% | -17.7% | -12.5% |
| 30D | +5.0% | -7.1% | +12.0% | +5.9% |
| 3M | +17.5% | -21.3% | +38.8% | +21.9% |
| 6M | +16.2% | +6.5% | +9.7% | +12.8% |
| YTD | +48.8% | +53.2% | -4.4% | +30.2% |
| 1Y | +64.1% | +82.7% | -18.6% | +37.1% |
| 3Y | +25.7% | +314.3% | -288.6% | -20.8% |
| All | +113.0% | +871.8% | -758.7% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling