+17,733.3%
COR vs ATI
+955.8%
+16,777.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.0% |
| 7D | +2.4% | +1.3% | +1.1% | +2.2% |
| 30D | +7.7% | -4.8% | +12.4% | +8.1% |
| 3M | +7.5% | -19.9% | +27.4% | +10.1% |
| 6M | +34.1% | +15.4% | +18.8% | +30.9% |
| YTD | +3.9% | +59.2% | -55.4% | -3.2% |
| 1Y | -3.6% | +86.3% | -89.9% | -11.9% |
| 3Y | +80.5% | +318.2% | -237.7% | +45.0% |
| 5Y | +194.9% | +958.6% | -763.8% | +105.6% |
| 10Y | +486.6% | +996.8% | -510.1% | +274.4% |
| All | +17,733.3% | +955.8% | +16,777.5% | +8,574.3% |
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