+668.3%
ATI vs CLBK
+65.6%
+602.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.0% |
| 7D | -2.7% | -1.4% | -1.3% | -1.9% |
| 30D | -13.5% | +4.5% | -18.0% | -16.1% |
| 3M | +8.5% | +22.8% | -14.3% | -5.5% |
| 6M | +25.2% | +43.4% | -18.3% | -1.5% |
| YTD | +73.4% | +64.1% | +9.3% | +23.7% |
| 1Y | +160.5% | +67.6% | +92.9% | +81.4% |
| 3Y | +347.3% | +53.3% | +294.0% | +213.5% |
| 5Y | +1,049.0% | +44.8% | +1,004.1% | +597.1% |
| All | +668.3% | +65.6% | +602.7% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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