+86.5%
ATI vs CRL
+85.3%
+1.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | +0.7% |
| 7D | +8.3% | -12.8% | +21.1% | +11.1% |
| 30D | -7.3% | +5.0% | -12.2% | -8.3% |
| 3M | -10.5% | +39.4% | -49.9% | -16.8% |
| 6M | +16.4% | +89.4% | -73.0% | +0.1% |
| YTD | +56.1% | +63.6% | -7.5% | +34.1% |
| 1Y | +86.5% | +83.5% | +3.0% | +57.6% |
| All | +86.5% | +85.3% | +1.2% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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