+1,610.1%
COP vs ATI
+1,117.2%
+493.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.9% |
| 7D | +3.0% | -0.1% | +3.1% | +2.9% |
| 30D | +17.5% | +2.7% | +14.8% | +16.3% |
| 3M | +13.4% | +16.3% | -3.0% | +7.6% |
| 6M | +17.7% | +30.2% | -12.4% | +6.5% |
| YTD | +46.6% | +83.6% | -37.0% | +20.0% |
| 1Y | +44.6% | +173.0% | -128.4% | +5.1% |
| 3Y | +20.7% | +356.6% | -336.0% | -27.8% |
| 5Y | +185.0% | +1,074.2% | -889.1% | +25.6% |
| 10Y | +347.0% | +1,136.2% | -789.2% | +71.2% |
| All | +1,610.1% | +1,117.2% | +493.0% | +399.1% |
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