+366.0%
ATI vs CRL
+37.9%
+328.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.9% |
| 7D | +3.2% | -0.6% | +3.7% | +3.3% |
| 30D | -9.0% | +5.0% | -14.0% | -10.3% |
| 3M | +15.1% | +50.6% | -35.5% | +2.5% |
| 6M | +38.1% | +60.9% | -22.8% | +19.8% |
| YTD | +80.7% | +40.7% | +39.9% | +61.5% |
| 1Y | +167.5% | +73.3% | +94.2% | +123.6% |
| 3Y | +366.0% | +40.6% | +325.4% | +287.3% |
| All | +366.0% | +37.9% | +328.1% | +287.3% |
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 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