+1,276.9%
ATI vs CRL
+1,657.4%
-380.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | +4.7% | +5.0% | -0.3% | +2.7% |
| 30D | -0.2% | +13.5% | -13.8% | -6.0% |
| 3M | -18.5% | +21.5% | -40.0% | -25.7% |
| 6M | +16.4% | +103.4% | -87.1% | -15.5% |
| YTD | +63.4% | +71.8% | -8.4% | +25.1% |
| 1Y | +91.5% | +97.5% | -6.0% | +38.0% |
| 3Y | +329.2% | +99.2% | +230.0% | +183.2% |
| 5Y | +966.7% | -12.1% | +978.9% | +857.1% |
| 10Y | +1,003.8% | +359.2% | +644.6% | +348.4% |
| All | +1,276.9% | +1,657.4% | -380.4% | +269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling