+1,635.7%
COP vs ATI
+915.7%
+720.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.6% |
| 7D | -11.5% | +6.2% | -17.7% | -13.1% |
| 30D | +5.0% | -7.1% | +12.0% | +6.3% |
| 3M | +17.5% | -21.3% | +38.8% | +24.0% |
| 6M | +16.2% | +6.5% | +9.7% | +11.5% |
| YTD | +48.8% | +53.2% | -4.4% | +26.7% |
| 1Y | +64.1% | +82.7% | -18.6% | +32.7% |
| 3Y | +25.7% | +314.3% | -288.6% | -23.4% |
| 5Y | +114.4% | +890.9% | -776.6% | -1.6% |
| 10Y | +331.7% | +1,142.3% | -810.7% | +65.3% |
| All | +1,635.7% | +915.7% | +720.0% | +427.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling