+492.2%
COR vs ATI
+961.4%
-469.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.7% | +6.7% | +3.4% |
| 7D | +7.8% | +4.2% | +3.7% | +7.3% |
| 30D | +7.0% | -2.5% | +9.5% | +7.1% |
| 3M | +16.3% | -19.4% | +35.7% | +18.9% |
| 6M | +41.3% | +11.1% | +30.2% | +38.4% |
| YTD | +7.1% | +59.5% | -52.4% | -0.5% |
| 1Y | -0.8% | +85.8% | -86.6% | -9.7% |
| 3Y | +85.0% | +311.9% | -226.9% | +46.3% |
| 5Y | +203.9% | +963.2% | -759.4% | +101.7% |
| All | +492.2% | +961.4% | -469.2% | +264.9% |
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