+124.5%
COST vs ATI
+959.5%
-835.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.6% |
| 7D | +5.0% | +4.2% | +0.8% | +4.6% |
| 30D | +12.8% | -2.5% | +15.3% | +12.9% |
| 3M | +15.2% | -19.4% | +34.6% | +17.4% |
| 6M | +7.4% | +11.1% | -3.7% | +5.2% |
| YTD | +29.0% | +59.5% | -30.5% | +19.7% |
| 1Y | +20.3% | +85.8% | -65.5% | +9.1% |
| 3Y | +99.0% | +311.9% | -212.9% | +52.9% |
| All | +124.5% | +959.5% | -835.1% | +45.8% |
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