+99.0%
COST vs ATI
+318.7%
-219.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.4% |
| 7D | +5.0% | +4.2% | +0.8% | +4.8% |
| 30D | +12.8% | -2.5% | +15.3% | +12.8% |
| 3M | +15.2% | -19.4% | +34.6% | +16.1% |
| 6M | +7.4% | +11.1% | -3.7% | +6.2% |
| YTD | +29.0% | +59.5% | -30.5% | +23.3% |
| 1Y | +20.3% | +85.8% | -65.5% | +13.3% |
| 3Y | +99.0% | +311.9% | -212.9% | +69.5% |
| All | +99.0% | +318.7% | -219.7% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling