+104.7%
COST vs ATI
+1,021.8%
-917.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.6% | +0.3% |
| 7D | -2.5% | -2.7% | +0.2% | -2.2% |
| 30D | -4.4% | -13.5% | +9.1% | -3.1% |
| 3M | -8.1% | +8.5% | -16.6% | -9.2% |
| 6M | -9.2% | +25.2% | -34.4% | -12.2% |
| YTD | +5.1% | +73.4% | -68.3% | -2.7% |
| 1Y | -5.1% | +160.5% | -165.6% | -17.2% |
| 3Y | +70.4% | +347.3% | -276.9% | +32.2% |
| 5Y | +104.7% | +1,049.0% | -944.3% | +39.0% |
| All | +104.7% | +1,021.8% | -917.1% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling