+1,627.1%
COP vs ATI
+955.8%
+671.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -6.1% | +1.3% | -7.4% | -6.6% |
| 30D | +1.1% | -4.8% | +5.9% | +1.7% |
| 3M | +10.9% | -19.9% | +30.9% | +16.4% |
| 6M | +20.8% | +15.4% | +5.4% | +13.3% |
| YTD | +48.0% | +59.2% | -11.2% | +24.7% |
| 1Y | +58.5% | +86.3% | -27.7% | +27.5% |
| 3Y | +28.1% | +318.2% | -290.1% | -22.1% |
| 5Y | +120.5% | +958.6% | -838.2% | -0.7% |
| 10Y | +310.1% | +996.8% | -686.6% | +62.3% |
| All | +1,627.1% | +955.8% | +671.3% | +418.7% |
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