+333.3%
ATI vs CRL
+99.4%
+233.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.5% | +4.0% |
| 7D | +6.0% | +4.4% | +1.6% | +4.8% |
| 30D | -3.6% | +17.1% | -20.7% | -7.7% |
| 3M | -18.9% | +32.1% | -51.0% | -24.9% |
| 6M | +16.7% | +98.9% | -82.2% | -3.9% |
| YTD | +61.1% | +77.1% | -16.1% | +35.3% |
| 1Y | +89.3% | +110.3% | -21.0% | +51.6% |
| 3Y | +333.3% | +108.5% | +224.8% | +241.5% |
| All | +333.3% | +99.4% | +233.9% | +241.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling