+2,864.7%
COST vs ATI
+1,097.9%
+1,766.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -3.2% | +3.2% | -6.3% | -3.6% |
| 30D | -4.0% | -9.0% | +5.0% | -2.8% |
| 3M | -6.5% | +15.1% | -21.6% | -8.6% |
| 6M | -8.5% | +38.1% | -46.7% | -13.3% |
| YTD | +6.0% | +80.7% | -74.6% | -3.3% |
| 1Y | -5.8% | +167.5% | -173.3% | -19.0% |
| 3Y | +71.8% | +366.0% | -294.2% | +33.5% |
| 5Y | +106.2% | +1,088.8% | -982.5% | +37.9% |
| 10Y | +602.0% | +1,055.0% | -452.9% | +320.2% |
| All | +2,864.7% | +1,097.9% | +1,766.8% | +1,091.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling