+930.3%
ATI vs CRL
+350.3%
+580.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.4% |
| 7D | +4.2% | +0.1% | +4.0% | +4.1% |
| 30D | -2.5% | +11.9% | -14.4% | -7.3% |
| 3M | -19.4% | +20.2% | -39.6% | -25.8% |
| 6M | +11.1% | +107.5% | -96.5% | -19.0% |
| YTD | +59.5% | +69.4% | -9.9% | +24.2% |
| 1Y | +85.8% | +99.7% | -14.0% | +34.8% |
| 3Y | +311.9% | +98.8% | +213.1% | +173.5% |
| 5Y | +963.2% | -12.4% | +975.7% | +924.4% |
| All | +930.3% | +350.3% | +580.1% | +256.3% |
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