+7.4%
COST vs ATI
+13.5%
-6.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +0.7% |
| 7D | +5.0% | +4.2% | +0.8% | +5.7% |
| 30D | +12.8% | -2.5% | +15.3% | +12.1% |
| 3M | +15.2% | -19.4% | +34.6% | +10.1% |
| 6M | +7.4% | +11.1% | -3.7% | +13.6% |
| All | +7.4% | +13.5% | -6.1% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling