+713.3%
ATI vs CLBK
+67.9%
+645.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.1% | +1.2% | -1.3% | -0.8% |
| 30D | +2.7% | +9.1% | -6.4% | -3.0% |
| 3M | +16.3% | +27.7% | -11.4% | -1.1% |
| 6M | +30.2% | +40.8% | -10.7% | +3.7% |
| YTD | +83.6% | +66.4% | +17.2% | +29.9% |
| 1Y | +173.0% | +72.4% | +100.6% | +86.5% |
| 3Y | +356.6% | +50.7% | +306.0% | +224.8% |
| 5Y | +1,074.2% | +42.9% | +1,031.3% | +629.3% |
| All | +713.3% | +67.9% | +645.4% | +318.4% |
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