+191.7%
COP vs ATI
+1,101.9%
-910.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -0.8% | +3.2% | -4.0% | -1.4% |
| 30D | +15.6% | -9.0% | +24.6% | +17.5% |
| 3M | +14.3% | +15.1% | -0.7% | +10.5% |
| 6M | +17.0% | +38.1% | -21.1% | +7.4% |
| YTD | +47.4% | +80.7% | -33.2% | +26.1% |
| 1Y | +52.4% | +167.5% | -115.1% | +17.3% |
| 3Y | +20.8% | +366.0% | -345.2% | -24.1% |
| 5Y | +191.7% | +1,088.8% | -897.1% | +36.3% |
| All | +191.7% | +1,101.9% | -910.2% | +36.3% |
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