+606.1%
COST vs ATI
+1,154.1%
-548.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.2% | -5.6% | +4.4% | -0.7% |
| 30D | -4.7% | -13.7% | +9.0% | -3.6% |
| 3M | -7.1% | -0.4% | -6.8% | -7.3% |
| 6M | -8.5% | +26.2% | -34.8% | -10.9% |
| YTD | +5.4% | +73.2% | -67.8% | -0.4% |
| 1Y | -5.6% | +161.6% | -167.2% | -14.4% |
| 3Y | +68.5% | +346.2% | -277.7% | +42.7% |
| 5Y | +105.2% | +1,047.6% | -942.4% | +59.0% |
| All | +606.1% | +1,154.1% | -548.0% | +437.0% |
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