+16,825.0%
COR vs ATI
+1,117.2%
+15,707.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.8% | -2.2% |
| 7D | +2.8% | -0.1% | +2.8% | +2.7% |
| 30D | +4.5% | +2.7% | +1.8% | +4.1% |
| 3M | +22.7% | +16.3% | +6.3% | +20.0% |
| 6M | -9.7% | +30.2% | -39.9% | -13.4% |
| YTD | -1.4% | +83.6% | -85.0% | -9.4% |
| 1Y | +13.9% | +173.0% | -159.1% | -0.7% |
| 3Y | +94.0% | +356.6% | -262.7% | +54.4% |
| 5Y | +184.0% | +1,074.2% | -890.2% | +95.7% |
| 10Y | +406.8% | +1,136.2% | -729.5% | +218.1% |
| All | +16,825.0% | +1,117.2% | +15,707.9% | +8,011.5% |
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