+105.1%
CTVA vs ATI
+1,086.3%
-981.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -5.8% | +2.4% | -8.2% | -6.2% |
| 30D | +11.1% | -9.5% | +20.6% | +12.8% |
| 3M | +13.2% | +10.4% | +2.9% | +10.5% |
| 6M | +8.7% | +31.8% | -23.1% | +2.0% |
| YTD | +27.3% | +80.0% | -52.7% | +12.0% |
| 1Y | +18.0% | +175.8% | -157.8% | -5.3% |
| 3Y | +76.5% | +364.2% | -287.8% | +21.2% |
| 5Y | +105.1% | +1,076.9% | -971.8% | +10.3% |
| All | +105.1% | +1,086.3% | -981.2% | +10.3% |
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