+85.6%
ATI vs CRBG
+19.6%
+66.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | +8.3% | +2.6% | +5.7% | +7.7% |
| 30D | -7.3% | +4.0% | -11.3% | -8.1% |
| 3M | -10.5% | +15.5% | -26.0% | -13.5% |
| 6M | +16.4% | +36.0% | -19.6% | +7.8% |
| YTD | +56.1% | +23.3% | +32.7% | +42.7% |
| All | +85.6% | +19.6% | +66.0% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling