+606.9%
ATI vs CLBK
+60.9%
+546.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.4% |
| 7D | +4.2% | +0.9% | +3.3% | +3.6% |
| 30D | -2.5% | +3.4% | -5.9% | -4.7% |
| 3M | -19.4% | -4.3% | -15.1% | -17.5% |
| 6M | +11.1% | +28.4% | -17.3% | -6.5% |
| YTD | +59.5% | +59.4% | +0.1% | +15.5% |
| 1Y | +85.8% | +64.8% | +20.9% | +31.0% |
| 3Y | +311.9% | +50.6% | +261.3% | +190.5% |
| 5Y | +963.2% | +28.3% | +935.0% | +630.8% |
| All | +606.9% | +60.9% | +546.1% | +272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling