+40.0%
CVS vs ATI
+1,154.1%
-1,114.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -2.2% | -5.6% | +3.5% | -1.3% |
| 30D | -0.1% | -13.7% | +13.7% | +2.0% |
| 3M | -5.2% | -0.4% | -4.8% | -5.6% |
| 6M | +26.9% | +26.2% | +0.7% | +21.6% |
| YTD | +22.1% | +73.2% | -51.1% | +11.4% |
| 1Y | +30.8% | +161.6% | -130.8% | +12.0% |
| 3Y | +54.4% | +346.2% | -291.8% | +18.9% |
| 5Y | +33.4% | +1,047.6% | -1,014.3% | -13.0% |
| All | +40.0% | +1,154.1% | -1,114.0% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling