+1,091.6%
ATI vs CRL
+249.3%
+842.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.7% | -2.9% |
| 7D | -2.7% | -6.9% | +4.2% | +0.1% |
| 30D | -13.5% | -3.2% | -10.3% | -12.5% |
| 3M | +8.5% | +46.5% | -38.0% | -8.1% |
| 6M | +25.2% | +63.1% | -37.9% | +0.3% |
| YTD | +73.4% | +36.9% | +36.5% | +47.8% |
| 1Y | +160.5% | +78.1% | +82.4% | +96.1% |
| 3Y | +347.3% | +36.7% | +310.6% | +249.6% |
| 5Y | +1,049.0% | -38.1% | +1,087.1% | +1,207.5% |
| All | +1,091.6% | +249.3% | +842.3% | +331.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling