+16,958.5%
COR vs ATI
+915.7%
+16,042.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.3% |
| 7D | +0.8% | +6.2% | -5.3% | +0.1% |
| 30D | +5.1% | -7.1% | +12.2% | +5.9% |
| 3M | +2.8% | -21.3% | +24.2% | +5.5% |
| 6M | +32.5% | +6.5% | +26.1% | +30.6% |
| YTD | -0.7% | +53.2% | -53.8% | -6.9% |
| 1Y | -6.7% | +82.7% | -89.4% | -14.5% |
| 3Y | +73.7% | +314.3% | -240.6% | +39.6% |
| 5Y | +177.9% | +890.9% | -713.1% | +95.3% |
| 10Y | +533.8% | +1,142.3% | -608.6% | +298.6% |
| All | +16,958.5% | +915.7% | +16,042.8% | +8,236.2% |
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