+398.1%
COR vs ATI
+1,051.1%
-653.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -1.9% | +3.2% | -5.1% | -2.3% |
| 30D | +1.5% | -9.0% | +10.5% | +2.6% |
| 3M | +18.7% | +15.1% | +3.6% | +16.2% |
| 6M | -9.0% | +38.1% | -47.2% | -13.5% |
| YTD | -3.3% | +80.7% | -83.9% | -11.3% |
| 1Y | +9.8% | +167.5% | -157.7% | -4.6% |
| 3Y | +87.4% | +366.0% | -278.6% | +46.1% |
| 5Y | +180.5% | +1,088.8% | -908.3% | +83.9% |
| 10Y | +398.1% | +1,055.0% | -656.8% | +200.7% |
| All | +398.1% | +1,051.1% | -653.0% | +200.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling