+954.5%
ATI vs CRL
-6.0%
+960.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.5% | +3.9% |
| 7D | +6.0% | +4.4% | +1.6% | +4.8% |
| 30D | -3.6% | +17.1% | -20.7% | -7.8% |
| 3M | -18.9% | +32.1% | -51.0% | -25.1% |
| 6M | +16.7% | +98.9% | -82.2% | -4.2% |
| YTD | +61.1% | +77.1% | -16.1% | +35.0% |
| 1Y | +89.3% | +110.3% | -21.0% | +51.2% |
| 3Y | +333.3% | +108.5% | +224.8% | +231.1% |
| 5Y | +954.5% | -7.9% | +962.3% | +840.9% |
| All | +954.5% | -6.0% | +960.5% | +840.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling