+68.1%
COST vs ATI
+358.3%
-290.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -2.8% | +2.4% | -5.2% | -2.9% |
| 30D | -5.3% | -9.5% | +4.2% | -4.8% |
| 3M | -6.7% | +10.4% | -17.0% | -7.3% |
| 6M | -9.9% | +31.8% | -41.7% | -11.9% |
| YTD | +5.1% | +80.0% | -74.8% | -0.2% |
| 1Y | -7.3% | +175.8% | -183.1% | -16.0% |
| All | +68.1% | +358.3% | -290.2% | +42.6% |
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